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The suspect is a former member of the religious community, aged between 30 and 40, Der Spiegel magazine reports.
The victims are yet to be identified, and work at the crime scene continues.
Police say they found a dead person at the scene who they believe may have been the perpetrator.
They were called at about 21:15 local time (20:15 GMT) on Thursday, to reports that shots had been fired in the building on Deelböge street, Gross Borstel district, police spokesman Holger Vehren said.