Adriel,
I have an '85 500SEC, and the relay is in the fuse box.
It looks like a black box, 1/2 the size of a pack of cigarettes.
Not sure what your problem is/was, but mine had a bad solder joint, on the solenoid operating the fuel pump. A few minutes with a soldering iron and it hasn't missed a beat since.
Good luck, John F.