From Sociological Images, how Django Reinhardt survived the Nazi effort to exterminate the Roma by playing jazz:
Reinhardt, then, survived because the Nazis loved jazz music, even as Hitler censored the music and, on his orders, people who dared to listen to, dance to, or play it were encamped and members of the groups who invented it were murdered. Irony indeed.
Django Reinhardt had a flat in Paris. Because of the local law those (gypsies) who had a flat where not picked up. Django did bring to the authorities the list of songs he would play on a particular evening. Saint Louis Blues was named as la tristesse de saint louis.
This title was not on the list of of verboten Jazz.