It won't be the first time. Check for vacuum to the engine shut off diaphragm. Sometimes the key switch will leak through while in the run position and sut down the engine. Just remove the vac line fron the shut off diaphragm. If it continues to run you have found the problem.

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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)