To be fair, Von Braun and parts of his team had a huge amount of experience from many years of testing experimental smaller rockets at Peenemünde (the museum is great) and other places.

You can find footage of V-2 test launches where the entire test article comes falling/crashing down into the countryside.

I would also assume that approvals for risky launches or going hard on gear was a bit easier to get during a war time weapons research operation, so they presumably had their cowboy years.