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Actually, your car was kind of in a transitional time period
of OBD1 to OBD2 systems...
What is cool about this is that anyone owning one of these can still access the fault codes of the different modules using a $5 home-made led/sw tool . [ flash code format]. The one under the hood connects to Emmisions related codes [CE lamp activator], but one can get into the other pins on the diagnostic box w/tool for further , more specific info]
So, for a DIYer , this can be a very valuable feature.
There is plenty of info on it in Archieves...after 95, the E320 went to OBD2 and requires a scanner [ digital format], leaving the flash system

An added thought on your EGR.. Because you mentioned some wiring plug connectors missing/unplugged on your AIR pump, you may want to check the connector at the Switch Over Valves .. these must be funtioning to get the vac TO the egr...if someone unplugged the AIR , they may also have unplugged the SOV connector , knowing that that controls the AIR valve in the pump circuit... just a possible..