I had the same thing on my 240. The charging system is not working. There is no fuse for the altenator unless there is a fusable link. Easy fix try replacing the brushes/regulator. It's much easier than the alternater. Simply disconnect the battery of couse, and remove two screws that hold in the brushes from the back of the alternater. Replace in reverse order (I copied that from the Childrens Manual ). No contact from the brushes cannot turn on the charging system or the warning lamp. I know that's dumb but that' how mine ended up.

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1984 280SEL, 62,000 miles
Euro model in the USA
1983 300D (Totaled out 10/2004)
New Factory Mint Green paint
Palomino int
1982 240D (Steak dinner for two)