I have set $mailer in majordomo.cf, but it still isn't setting the sender correctly in the messages it sends.

Make sure you have got the quoting correct in the $mailer setting. For example,

$mailer = "$sendmail_command -oi -oee -f$sender\@lists.mydomain.de";

is not correct. It needs three backslashes, not one, and the $ at the start of $sender has to be escaped with a backslash.