There is a vent from the climate control system under the dash on both the driver and passenger side; I assume you have checked out the one on the driver's side and the heat is not coming from there? It is possible for a vent to be stuck open so that you get air on one side but not on the other. Before the engine warms up, do you still get heat or does it take awhile? Might there be a hole in the floor or firewall to let in air from the engine compartment?

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"Buster" in the '95

Our all-Diesel family
1996 E300D (W210) . .338,000 miles Wife's car
2005 E320 CDI . . 113,000 miles My car
Santa Rosa population 176,762 (2022)
Total. . . . . . . . . . . . 627,762
"Oh lord won't you buy me a Mercedes Benz."
-- Janis Joplin, October 1, 1970