On a 99 with 63K on it (which I should have noticed on your original post) there are a few considerations.
First, I don't know anything about extended warranties. Only thing I knw is that they aren't "true" warrantys, more of an insurance policy. Don't know about picking one up mid-stream like this. It's a gamble. Couldn't they call it a "pre-existing condition"? If so you could really get screwed, but how do you find out? "Excuse me, the tranny in my Mercedes is possibly junk, can I get an extended warranty at 63K miles?" Or you just ask and get a warranty, then wait a week or 2 and the dealer calls them up "You know that extended warranty you just sold Mr so and so? Well, the funniest thing just happened....".
One thing that may or may not work in your favor is if the dealer you are taking it to has been servicing the car since new. It helps to have a dealer on your side. It'll help to have a "helpful" dealer in general, because what I'm suggesting is to have the car checked out as I've suggested, and if the trans is lunched, as I suspect, possibly the dealer can go to the region zone manager and have MB help with the cost. It's under 4 years old and true it's over the 50K miles for warranty, not by a huge number.
No, you should not be removing the dipstick tube cap, there is nothing there anyways, it's just a tube, as I already stated.
Take it to the dealer, have the oil level checked (it'll "look" better if the cap lock is still in place), have the trans control unit checked for codes, and if nothing else have the trans pan removed and check for indication of wear. Maybe they should test drive it first. The dealer will probably want to do all this first, actually you could just take it in and tell them what it's doing and let them take it from there. The thing to keep in mind is if it ends up being the trans itself (it's rare, but it happens) to talk to the service manager, (I'm sure he'll be expecting you) and be nice about it, tell him "hey, it's only 13K out of warranty, can you talk to the zone manager for me and get MB to do something". Just be real cordial about the whole thing, you need the dealer to be willing to "go to bat" for you in a case like this.