Okay, I have found it.
It is a Panzer Selbstfahrlette II auf Fahrgestell m Zugkraftwagen 5t.
That has to be the longest name I've ever seen!
In any case, it was also known as the Bussing-NAG HKp 902, after the manufacturer of the half-track chassis.
Part of a 1934-1940 program to develop a heavy, self propelled anti tank gun, the original prototypes had a complete half track chassis/body, where these ones had an armored superstructure similar to a panzer tank.
Only 3 of the first type were built, while 4 of these babies were finished, two of which were sent to North Africa, which fits perfectly with the first photo, which really looks like the desert. One of the others was found at war's end with an armored command post built on it, for controlling V2 missile launches.
This info, and some crappy pictures, all from my Encyclopedia of German Tanks of WWII, by Chamberlain & Doyle, which also covers half tracks, armored cars, etc.