My US university is witholding Taxes from my stipend which I receive as a student from Germany. There is a tax treaty that should cover this income.

I was in the US on different J-1 visa in 2006 (118d), 2007 (194d) and 2008 (172d) as a research intern and was paid under income code 18 in these years.

Now I am on a F-1 visa since January 2009.

Apparently, I have to re-establish german residency before I can claim the treaty.
I wonder if I really lost my German residency? I thought I was an exempt individual as a student on J-1? And I also maintained closer connection to Germany.

Any thoughts about this?

You have spent 3 years on J1. For two more years on F1, you are nonresident and will get treaty deduction for one year only (as per tax treaty).