I'm using QGIS and when I want to add features of this WFS layer "https://www.wfs.nrw.de/geobasis/wfs_nw_atkis-basis-dlm_aaa-modell-basiert?" it covers only a small proportion of the area it should cover - namely the most south western part of the German federal state Northrhine-Westphalia (NRW), although it should cover areas in the whole state. Even using a vector layer of NRW as backgrund and using the option "only request features overlapping the current view extent" does not help.
Most likely your request surpassed the possbily transmittable amount of data, thus leaving you with only a small proportion of the state. If you need the whole state, divide it into smaller subdivisions, save the data from the service for each subdivision and then merge the data on your computer.
Also bear in mind, that WFS-services always load the data anew, leading to much data traffic and thus longer loading times.