The four-time world champions were put under vast pressure from a Netherlands side seeking a victor but the visitors, who were booed by their own fans in a 1-1 friendly draw against Serbia last Wednesday, snatched victory in the 90th minute through 25-year-old Schulz.
It was the second time since November that the Netherlands had come from two goals down to equalise against Germany - a feat they managed in their Nations League finale in November that relegated Jogi Low's side to League B - and for Depay it was his 11th goal in his last 15 internationals. "We also had a spell like that, where things did not go for us", added Van Dijk, referring to his team's failure to reach the 2016 European Championship in France and last year's World Cup in Russian Federation.
'The Germans still have fantastic players even if they might be talking over there about a crisis, ' he said.
A rampant Germany doubled their advantage after 34 minutes as Gnabry twisted his way around Virgil van Dijk before curling a 25-metre shot into the corner of the net, the fifth worldwide goal in six caps for the former Arsenal forward.
"That was not a good phase. But I don't think we are favourites".
The Dutch beat Belarus 4-0 in a thrilling victory on Thursday in their opening Group C Euro 2020 qualifier.
The win comes after Loew took an axe to Germany's squad ahead of the qualifying campaign in the aftermath of last year's calamitous World Cup elimination, when he told Bayern Munich trio Thomas Mueller, Jerome Boateng and Mats Hummels they had no future in the national side.
"The first half was great, we had the game under complete control", Low said to RTL.
'We need to be quick on the counter, stay compact in defence and we have to want it.
The 29-year-old added: "It's my job to carry responsibility at club level and I try to do the same here".
"It will take time, though, as a lot of young players have come into the squad and still need to find their feet".
The goal seemed to breathe new life into the Netherlands and just past the hour mark they drew level when Memphis picked up a loose ball in the Germany penalty area and beat Neuer at the near post to make it 2-2.