Having a nice SEL myself that I always strive to make perfect, I understand your disappointment and frustration.
First, you probably needed the shocks, anyway, and there will be improvement overall from them.
However, the W126 car is very sensitive to road irregularities if you do not have all 4 wheels and tires perfectly trued and balanced. I, myself, need to do the following:
Find a shop with a Hunter on-car balancing machine, and book an appointment for on-car balance. I'm told (mind you, just told) that this will nehance things greatly).
Also, its summer now. Cars sitting in the sun, especially heavy ones, develop flat spots in tires-resulting in uneven ride quality. These spots are probably enhanced by the softer compounds used in today's tires. Keep the air pressure in the tires high enough, so that you'll get less of a flat spot. Funny, but on the SEL, this will be piacked-up more in driver feedback by the rear tires than the fronts. So- particularly, make sure the rears don't sit with low pressures.
Yes-you can change all the rubber bushings including steering wheel bushings. This will isolate more vibration. But before you go to this extent, try the Hunter balancing and air pressure guidance first. And do let us know. Good luck!!