Glad to hear your 220 has lap & shoulder belt anchors.
If all 63 and newer Benzes have them, it would make sealbelt installation a snap, compared to the ordeal it was on my '60.

As for headrests, Mercedes did offer them as an option on the W111. Apparently they were availible individually, rather than having to buy a pair. At a recent car show, I saw one mounted to the drivers seat in a 280SE convertible and have seen photos of them in older models. They are mounted on a pair of chrome bars that curve around and attach behind the seatback, rather than through the top. I think they were more of a comfort option than a safety feature and would be expensive and hard to find today.
If I wanted headrests in a Fintail, I'd try to install some matching front seats out of a '69 or later W108 or W114 sedan.

Happy Motoring, Mark

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DrDKW