Bad news, water in the tranny fluid. It ruins the frictions, since they are usually paper-like material (MB may use semi-metallic). It will also cause corrosion of valves, drums, gears, spacers, etc and cause all sorts of operational problems.
I would guess you are having serious slipping frictions problems if the oil is burning so fast -- you will not be able to fix that without a rebuild, as the friction material is all gone.
I assume you checked the pan for crud when you changed the oil -- what was in there? If nothing, or metal shavings, the tranny is toast, since you should always find some black powder from the frictions and steel disks. Nothing would indicate that the fluid was changed very recently, and metal particles indicate that all of the frictions are gone.
1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!