I haven’t heard of the book. But now that you’ve shared it, I’ll definitely add it to the reading list :D
But without reading the book, I’d go out on a limb to say that your understanding of ‘world’ is correct. He refers to the ‘totality of experience’ like how the German idealists refer it to — since you’ve also mentioned the Germans.
‘Everything exists but the world’ really reminds me of Kant’s transcendental idealism. The author seems to be trying to juxtapose the reality of things-in-themselves and reality of the subject.