The clmate control unit in the dash applies a voltage to the servo valve which controls the flow of hot coolant through the heater core. The servo valve is a normally open valve. This means that if no voltage is applied fromt the control unit, it flows maximum hot coolant through the heater core causing hot air being blown under any conditions.
If you check for voltage at the connector to the servo valve under the hood, I'll bet you will find that no voltage is present under any condition. If this is indeed the case, the problem is most likely in the climate control unit. If there is voltage there, check the valve.
The control units are a few hundred dollars exchange and come with a chart which gives you the pinouts for checking the sensors and actuators which it controls using an ohmmeter. I'm sure that the mercedes shop, the people who host this site, can provide the control unit or the valve, whichever you need.