I would believe you have a defective second thermostat or you installed it backwards. The MB cooling system uses the thermostat to mix cold water from the radiator, which in cold weather can be really cold, with hot water from the engine before it enters the waterpump and gets pumped intp the head. This avoids thermal shock when the thermostat opens. It also adds a function to the thermostat making it a more complex device. Thus, new ones sometimes do not work correctly, and more often than you might expect.
I had a similar problem with my 1986 190E 2.3-16 (now my son's car - still have a hard time with that). The thermostat is the only thing that controls engine coolant temperature and if the engine coolant is not reaching design temperature, the coolant flow is not being regulated correctly. Check the action of the old thermostat and then compare it to the new one. You should see both sections of the thermostat move by the time the water boils. Add some cool water and you should see the part that controls flow from the radiator close up some. On my 190E thermostat the part that controls water from the radiator would open all the way, then hang up and stay fully open. This prevented the car from staying fully warmed up.
I have heard there is a small pump for the cabin heater water flow on some models, and that when this unit fails you do not get much heat. I am not sure if the failure mode is the same as yours, and I am fairly certain if your engine coolant is not staying at the normal temperature as you drive, you have a thermostat issue. If it is installed backwards I think it may not seat correctly, and that could lead to the same symptoms. Good Luck, and I hope this helps, Jim
1986 Euro 190E 2.3-16 (291,000 miles),
1998 E300D TurboDiesel, 231,000 miles -purchased with 45,000,
1988 300E 5-speed 252,000 miles,
1983 240D 4-speed, purchased w/136,000, now with 222,000 miles.
2009 ML320CDI Bluetec, 89,000 miles
1971 220D (250,000 miles plus, sold to father-in-law),
1975 240D (245,000 miles - died of body rot),
1991 350SD (176,560 miles, weakest Benz I have owned),
1999 C230 Sport (45,400 miles),
1982 240D (321,000 miles, put to sleep)