I've raised all of the W126's via the differential countless times. The load path is through the diff into the subframe and through the differential mount into the body. The only possible weak link in this chain is the differential mount and the rubber in the mount looks very capable of handling the load for a short period of time.

I don't see the possibility of any damage to any components unless the vehicle remains on the jack for an extended period of time (several weeks or more).

Every time I do work on the rear brakes (which seems to be every month on the SDL ) it is raised by the differential without any apparent problems.

I can't speak for the capability of an SLK to perform in a similar manner.