Are you testing this online or locally?
My code should break out of the inner loop and progress to the next iteration of the outer loop after two incorrect answers. If you also want it to move on after a correct answer you could try:
if input.text == sequence:
thisFeedback = 'Richtig!'
wdh_falsch.finished = True
wdh_falsch_counter = 0
else:
thisFeedback = 'Falsch!'
wdh_falsch_counter += 1
if wdh_falsch_counter == 2:
wdh_falsch.finished = True
wdh_falsch_counter = 0
thisExp.addData('corrsequence', thisFeedback)