The German fremdschämen is actually derived from the Spanish vergüenza ajena. I cannot prove it, but I am quite sure of that. I was already living in Berlin in the '80s when I noticed that German was lacking that word, so I came up with the translation and explained it to anybody who would listen and a couple of people who were not interested. In the '90s it started to spread, and now everyone you ask in Germany will tell you the word has always been German (at least, everyone I ask does - but it is not true, as this dictionary entry shows: “This word was first included in this dictionary 2009”.)
Whether I coined the term first and somebody heard me, adopted the idea and spread it, or merely helped another person’s parallel coinage spread, or just witnessed something happen in which I had no part at all, I am sure the word spread from Spanish into German in the '90s at the very latest.
I also believe that the natural English equivalent is cringeworthy.
And this words perfectly describe the reason I cannot watch Jerry Lewis or Louis de Funès movies, most German comedians or the people who are the subject of this thread, except when they generate Schadenfreude. Which leads me to think that Schadenfreude and fremdschämen share in their origin the same psychological mechanism, only the expression of the same feeling is different: glee or cringe.