Patty, the places you mention -- Westphalia, Saxony, West Prussia -- are spread across Germany separated by hundreds of miles, with West Prussia being part of Poland today. You won't be able to proceed until you find out exactly which city, town or village in Germany the Hafenfeld family was from.
German churches in the United States tended to keep rather detailed records. It is thus quite possible that the church (I emphasize CHURCH) marriage records of the five Hafenfeld children born in Germany would name the exact town where they were born. The marriage records on file with the county would probably indicate nothing more than simply "Germany" as place of birth. But the marriage records on file at the church (or churches) where the five weddings took place would very likely name the town.