The fuel pump relay on a 560SL is behind the glovebox. There are three relays back there. One, I believe is for the AC. I think the fuel pump relay is behind the other two (naturally) and is much harder to get at.

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Mike Heath
1988 560SL Black/Palomino
1988 300SEL Black Pearl/Burgandy
1984 500SEC Anthracite Grey/Palomino