There are two flavors of EB Garamond. The “original” one by Georg Duffner is still available following directions at http://georgduffner.at and it has the calt feature.
CTAN and TeX Live have a “new” version, prepared by Octavio Pardo. This version lacks a calt version.
I downloaded the “original” version from https://bitbucket.org/georgd/eb-garamond/downloads/ and unzipped the archive. Modifying your example into
\documentclass{article}
\usepackage{fontspec}
\setmainfont{EBGaramond}[
Path=./EBGaramond-0.016/otf/,
Extension=.otf,
UprightFont=*12-Regular,
ItalicFont=*12-Italic,
RawFeature=+calt,
]
\begin{document}
gefährlich fahren
\end{document}
the output is as advertised.

The “original” version has a much richer set of features:
> otfinfo -f EBGaramond-0.016/otf/EBGaramond12-Regular.otf
c2sc Small Capitals From Capitals
calt Contextual Alternates
case Case-Sensitive Forms
ccmp Glyph Composition/Decomposition
cv01 Character Variants 1
cv02 Character Variants 2
cv03 Character Variants 3
cv06 Character Variants 6
cv11 <unknown feature>
cv21 <unknown feature>
cv27 <unknown feature>
cv47 <unknown feature>
cv80 <unknown feature>
cv81 <unknown feature>
cv82 <unknown feature>
cv83 <unknown feature>
cv90 <unknown feature>
cv91 <unknown feature>
dlig Discretionary Ligatures
dnom Denominators
frac Fractions
hlig Historical Ligatures
kern Kerning
lfbd Left Bounds
liga Standard Ligatures
lnum Lining Figures
mark Mark Positioning
mkmk Mark to Mark Positioning
numr Numerators
onum Oldstyle Figures
ordn Ordinals
pnum Proportional Figures
rtbd Right Bounds
salt Stylistic Alternates
sinf Scientific Inferiors
size Optical Size
smcp Small Capitals
ss01 Stylistic Set 1
ss02 Stylistic Set 2
ss05 Stylistic Set 5
ss06 Stylistic Set 6
ss07 Stylistic Set 7
ss20 Stylistic Set 20
subs Subscript
sups Superscript
tnum Tabular Figures
xtex <unknown feature>
The “new” version has
> otfinfo -f /usr/local/texlive/2019/texmf-dist/fonts/opentype/public/ebgaramond/EBGaramond-Regular.otf
aalt Access All Alternates
c2pc Petite Capitals From Capitals
c2sc Small Capitals From Capitals
case Case-Sensitive Forms
dlig Discretionary Ligatures
frac Fractions
hist Historical Forms
hlig Historical Ligatures
kern Kerning
liga Standard Ligatures
lnum Lining Figures
mark Mark Positioning
mkmk Mark to Mark Positioning
onum Oldstyle Figures
ordn Ordinals
pcap Petite Capitals
pnum Proportional Figures
sinf Scientific Inferiors
smcp Small Capitals
ss01 Stylistic Set 1
ss02 Stylistic Set 2
ss03 Stylistic Set 3
ss04 Stylistic Set 4
ss05 Stylistic Set 5
ss06 Stylistic Set 6
ss07 Stylistic Set 7
subs Subscript
sups Superscript
swsh Swash
tnum Tabular Figures
fforgefährlichand a long-armedfforfahren. – Mico Aug 06 '19 at 21:55/Users/mico/Library/Fonts/EBGaramond12-Regular.otf, and when I typeotfinfo -v EBGaramond12-Regular.otfat a command prompt, the answer isVersion 0.016. Sure enough, version 0.16 is the current version. What's installed on your system? – Mico Aug 06 '19 at 22:06otfinfo -von that file? – Mico Aug 06 '19 at 22:09