Yes, the tranny will let you know before hand. When the roller bearings start to go it sounds like metallic rattling under the car.

When the pressure regulator spring breaks, it isn't the end of the world. It will cause a harsh shift between gears 2-3 and 3-4. Something to get around to, but isn't going to cause any kind of catastrophic failure like roller bearings.

Jooseppi,
I have seen about 75% of the W210s I have diagnosed with transmission failure with this issue. It isn't limited to just W210 Diesels as any car from this era with the 722.6 gearbox can have these issues.

Facelift gearboxes rectified the roller bearing failure of the 722.6 including pressure regulator spring problems. However leaking at the harness and the conductor plate connector did not resolve in facelift gearboxes.