I had a similar problem with my W126 and got some very helpful responses. I tried to give you a link to the thread directly, but no success today.
Anyway, the Subject Title is: No Power Seats w/door closed
if you do a search for Old Blue as User Name, you will see it listed. It did not come up for me when I did a "subject search".
Based on my experience it is either:
A. The diode (which prevents power from energizing the seat motors unless the key is On - under normal operation)
B. A short under the fuse/relay box that is again preventing power from energizing the motors.
In my case it was a small short that the dealer diagnosed quickly. The diode gets bypassed when your door is open, allowing seat adjustment prior to sitting down. Therefore the diode is a logical check, and there is a good pic of what it looks like on my previous thread.
Good luck .... Michael