The distribution block is under the passenger floorboard at the point where the firewall meets the floor. Pull back the carpet, and remove the black shield that covers the stuff back there. There are two 10mm-head nuts at the bottom corners - don't lose them down under the carpet (ask how I know).

The large clear line coming from the PSE pump hooks to the P- port on the pump and to port 6 on the distribution block.

To test the block, remove all the connections (pay attention to where the came from) and hook a vacuum tester to port 6. Plug connections 5 & 13. Use a mity-vac tool to evacuate the air. Pump out as much air as you can. The block specs are no more than 25mbar in 1 minute when evacuated to 300mbar. Basically, if you see any movement on the gauge, the block is probably worn out.

The block is connected to the reservoir under the right-front fender behind the tire. There's no check valve in the reservoir, it's in the block. The reservoirs rarely fail, they're in a pretty protected environment. You can get at it by partially removing the inner fender, but I'll hazard a guess that the distribution block is your problem.

The codes on the pump are in German, these are the English equivalents:
ZV = CL Central Locking
RH = BA Backup Assist
FKS = RHR Rear Headrest Release
SFG = RTG Retractable Trunk Lid Grip
PU/P+ (OSL) = PU/P+ (OSB) Lumbar supports
PU/P- (SRU) = PU/P- (MVA) Manifold Vacuum Assist - this is the circuit you're interested in.