Is it possible that the key is incorrect but still decoded to a valid message? I realise it's possible when you're using keys that are the same length as the message, but I don't know exactly how the Enigma machine works and if this was something that they would do or not.
I might be wrong but I was under the impression that these were one time pads and only cracked because of bad key hygiene when it came to generating them. If that's true, it's entirely possible