To determine whether it is your vacuum lock system or heater system that is leaking, you should just listen to the pump after you lock the car. If I am correct, the pump has got two separate systems for the locking and heating. If the pump does not run long at all after you lock it up, you have a leak in the heater system (but I think that the MB tech knew what he was looking at when he diagnosed the car).
I have no experience with a stethoscope and hate to blow smoke in the vacuum system, so I would either go for my ear or for a vacuum tester to determine where the leak is situated. If your pump is humming for a longer time period, you should be able to hear the hissing sound where the vacuum line is leaking. That is exactly the reason why you should keep the climate control panel connected to the plugs after you removed the dash (your SRS light will illuminate after you are finished, but that is no problem). I think the leak will be heard after the dash is removed (the pump pumps quiet a lot of air when it is running).
The vacuum lines to and for the heater system are not yellow (yellow vacuum lines are for the central locking) but you will find some lines of different colors (green, red, clear). I have attached a picture with some vacuum lines on the heater system...
Let me know how you are getting along!
with a minor 600+k