Not only would I be surprised if Dortmund were paying him that much, I'm all but certain that Utd are paying him considerably more than that. I've broke it down several times before, backed up by Utd's accounts and statements to shareholders by Utd's CFO, but the combined total of Ronaldo, Varane and Sancho's signing's added circa £1.6m per week to Utd's wage bill. Sancho is earning far far more than £200k per week, in fact based on 75% of Utd's overall wage bill going towards their first team squad (this is generous btw), Utd's average first team salary is somewhere in the region of £190k per week.
Whether Dortmund can afford him or not I couldn't tell you however history tells you they're pretty frugal and look for value in the transfer market so I'd be amazed if they broke their record transfer fee on a player that's on a massive contract when the selling club are very willing sellers.