I guess I'm missing something. This is a diesel engine. It should remain running after started, even with no battery in place.
Does this model have some sort of electrical shutoff or something?
'84 Euro 240D, 516K miles
'88 300E 5 Speed
'81 300D Daughter's Car
Over 800,000 miles in
PS. I have had solenoid trouble in the past that would have fit your set of circumstances. The solenoid is replaceable, but I wouldn't bother unless you have a very good starter. I replaced the solenoid on a jakeleg rebuilt starter to no avail. I've replaced the solenoid a few times on Bosch certified rebuilts and it worked both times.
Good luck, LB
[This message has been edited by LarryBible (edited 05-02-2000).]