Lock and unlock your car to remove the chance that the alarm system is keeping the K38 (starter lock-out) relay from energizing.
The wiring diagram shows two possible versions: one with K38 (ATA system) and the other marked CDN without the relay. Without the relay and the ATA (alarm system) the possibility looks to the neutral safety switch or battery or starter.
BTW the K38 is right behind the inst cluster and could be jumped to by pass a disfunctional alarm.
Bosch Master, ASE Master, L1
33 years MB technician