The fate of the Belgrade Jews
I'm sure there are better sources on the German occupation of Serbia in 1941-44, but the Wikipedia article on The Holocaust in German-Occupied Serbia has all we need to know. I'll go through the key points.
Yugoslav Foreign Secretary Anton Korošec, who was Roman Catholic priest and leader of Slovenian conservatives, stated in September 1938, that "Jewish issue did not exist in Yugoslavia…. Jewish refugees from the Nazi Germany are not welcome here." In December 1938 Rabbi Isaac Alkalai, the only Jewish member of government was dismissed from the government.
This would be the situation in the critical months before Kristallnacht when Berliners like our grandmother were scrambling to escape the country. Elly and Helga fled to Belgium and then France. Despite the unwelcome attitude of the Yugoslav government to Jewish refugess, Elly's sister-in-law, Rosa Ringel with her daughter Margot, fled to Belgrade to be with other members of the Shatner family.
In April 1941, axis forces led by Nazi Germany invaded Yugoslavia and installed a puppet government, setting the stage for implemention of anti-Jewish measures.
The destruction of Serbian Jews by the Nazi Germans was carried out in two distinct phases. The first, which lasted between July and November 1941, involved the murder of Jewish men, who were shot as part of retaliatory executions carried out by German forces in response to the rising anti-Nazi, partisan insurgency in Serbia.
Altogether some 30.000 people were executed by the Nazi's during the first 2 months of this policy, including nearly all Serbian Jewish males, as well as tens of thousands of Serbs.[10] Despite executing tens of thousands of Jewish men, the Wehrmacht in Belgrade refused to kill women and children because that would have been "dishonourable".[11]
Such niceties were not observed for long.
The second genocidal activity, between December 1941 and May 1942, involved the incarceration of the women and children at the Semlin concentration camp and former fairgrounds in Belgrade and their gassing in a mobile gas van called a Sauerwagen. The German concentration camp, the old fairgrounds or Stare Sajmište, near Zemun was established across the Sava river from Belgrade, on the territory of the Independent State of Croatia, to process and eliminate the captured Jews, Serbs, Roma, and others.
This second period encompasses the April 1942 date given by Hendel for the killing of Roza and Margot Schattner. Referring to the Zemun camp, SS-commander Harald Turner, Chief of the German military administration in Serbia, described the operation in a letter that month to a Nazi colleague.
Already some months ago, I shot dead all the Jews I could get my hands on in this area, concentrated all the Jewish women and children in a camp and with the help of the SD (i.e. Sicherheitsdienst – Nazi Security Services) got my hands on a "delousing van," that in about 14 days to 4 weeks will have brought about the definitive clearing out of the camp...
So that is how it went for the Shatner family in Belgrade. The men were killed first, primarily by roundup and gunshot, in the second half of 1941. The women and children came next, sent first to a local concentration camp and then killed a truckload at a time in mobile gas vans.
Emanuel Schäfer, commander of the Security Police and Gestapo in Serbia... famously cabled Berlin after last Jews were killed in May 1942: Serbien ist judenfrei.[19]