Since you are noticing a problem with the door locks that is most likely the problem. They are the most likely problem even if you are noticing a problem there.
The easiest way to test would be to by-pass the door locks. (I am presuming a 123 diesel here - 124 and 126 have separate door lock systems). To by-pass take a golf tee and place it in the rubber connection instead of the yellow vacuum line at the brake booster. Some models will have two yellow lines plug them both. The door locks will not work but they also can't leak in this condition so the car should then shut off.
If this locates the problem you will then need a vacuum gauge and some technique to solve the problem.
Bosch Master, ASE Master, L1
33 years MB technician