We looked at booking.com again, and the cheapest hotel that was in the direction we wanted to go was Heiligenberg. We booked the place and started riding. Within 2km we ran into a recumbent cyclist who said he was riding to Markdorf, where he lived. Since he was a local, we immediately followed him as he led us through winding paths at speed. At Markdorf, he gave us directions on how to find the bike path to Heiligenberg, which turned out to be fairly easy to follow.
With a name like Heiligenberg, you'd expect the place to be on top of a hill, and you'd be right. The hotel turned out to be a fancy place which was having a discounted rate for us for whatever reason. The restaurant was good, but after dinner we walked around and discovered cheaper restaurants in town that would have served just as well. We found a castle in town, but it wasn't open to visitors.
Looking at the map and the weather forecast, it looked like we should stay in Germany for a couple of days. Tomorrow looked like a nice riding day still, but the day after looked horrendous. Arturo had been to Baden-Baden a couple of times before, and thought that the baths might be a great day to spend a rainy day. So the goal was to head to a train station that would take us there in reasonable time tomorrow, and then we'd be in place for the baths. After that, I would head north towards Frankfurt while Arturo would take the train back to the Bodensee and ride back to Zurich to catch his flight to South Africa. It looked like a great plan. The last time I visited the black forest, I had no idea that Baden-Baden actually had baths!