Ran into the same nonsense when I first got my G-Class (it was the very first thing we removed) Unfortunately there were very few threads on the exhaust downpipe so I never could plug it well. My last attempt to plug it and then hold it with a metal plate and wire went well and lasted a few years but even that plug fell out a few weeks ago. I'm currently waiting for a new NON Egr exhaust manifold.

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1982 300GD Carmine Red (DB3535) Cabriolet Parting Out
1990 300SEL Smoke Silver (Parting out)
1991 350SDL Blackberry Metallic (481)

"The thing is Bob, its not that I'm lazy...its that I just don't care."