It's on the left inner fender, next to the ABS pump and behind and to the left of the windshield washer reservoir. AFAIK, it's the "standard" location for the preglow relay in every Benz I've ever seen.

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"Buster" in the '95

Our all-Diesel family
1996 E300D (W210) . .338,000 miles Wife's car
2005 E320 CDI . . 113,000 miles My car
Santa Rosa population 176,762 (2022)
Total. . . . . . . . . . . . 627,762
"Oh lord won't you buy me a Mercedes Benz."
-- Janis Joplin, October 1, 1970