Some updates on the solution:

Today, I checked the fuel delivery, found out there was a slow fuel leak at the gasket on one of the fuel pump check valves, it was just sipping fuel and wasn't significant, but it was enough to leak down fuel pressure from 55 to 5 PSI within 1.5 hrs.

I replaced the gasket and measured the fuel pressure again, it has been 8 hours, fuel pressure only dropped from 55 PSI to 25 PSI, looks like it's going to hold it forever, the vapour lock is gone!

I have suspected fuel injectors and check valves but it turned out to the cheapest part in the whole car, less than 1$.

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99 BMW 540i 6-speed 110K Km
03 SAAB 9-5 wagon 80K Km
92 400E (Sold) 245K km
Still missing the days with the Benz, it kept me busy.