Nato left it until the final minute of the 30-minute session to set the best lap of 1m09.101s, eclipsing Maserati MSG driver Guenther by 0.139s.
Sam Bird was third-fastest for Jaguar, just two thousandths further back, posting his best time after the chequered flag fell.
For much of the session it had been McLaren driver Rene Rast in control of the timesheets, the triple DTM champion having been fastest in Friday evening's opening practice session.
Rast went to the top of the leaderboard at around the seven-minute mark on a 1m10.515s, and was first to break into the 1m09s just minutes later with a 1m09.395s.
The German driver subsequently improved to a 1m09.255s, leading a McLaren 1-2 ahead of team-mate Jake Hughes heading into the final 10 minutes, before Jakarta E-Prix winner Guenther jumped to the head of the times.
Rast's time was still enough for fourth, although his best effort from first practice, a 1m09.054s, stands as the best of the weekend so far.
Source: Autosport