I just researched it a bit more. So while you don't have an entitlement to a Zwischenzeugnis per se, you are entitled if you have a "good reason" to request one. According to some judgements a "good reason" is for example a change of your superiors or if you want to apply for a job elsewhere.

In my career I've requested quite a few Zwischenzeugnisse and never been denied. Probably a place where you have to fight to get one is not a place where you want to be employed anyways.