This thread has a picture (and part #) of the filter locations.
1995 E420 A/C air flow & dust filters
Also, this company has replacement filters that are upgraded from particle/dust only to particle with activated charcoal as well. they are the only dual type filter I have seen that is like the new models. I don't know how well they work, never tried them as my car has zero filters.
2003 Firemist Red/grey leather SL 500
2015 Palladium Silver/black mbtex GLK 350
1987 Smoke Silver/burgundy mbtex 300E Sportline (SOLD)
Click to see 87 300E