Want to go down the rabbit hole of pre WW1 Prussia and its role in the setup of WW1. Any recommendations?

I don't have any recommendations but you might find the late Hohenzollern family and Hindenburg a bit more interesting in depth before focusing on him personally. The Prussian aristocrats/Junkers viewed the socialists/SPD as a real problem/threat.

All history is intertwined with respect to warring European statehoods/principalities, and the Prussians really go back to Andrew expelling Teutonic knights from Austria Hungary.

Proud Tower by Tuchman covers that era well but not a biography of the Kaiser. I agree with above poster the Kaiser was a shallow uninteresting guy. You might want to pick up a Kamala bio instead.