I don't really care who buys my car but in such a case I'd conduct the transfer at your bank and have the bank verify the form of payment even if it's cash.
What I don't understand is why they give you a story. Why not just buy the car without the story?
The US is the most MB Diesel starved country in the world. Why would anyone source MB Diesels here unless they have clients who must have W123 300CDs and W116 300SDs? If such were the case, they'd be better off establishing connections in the dealer auction circles.