Agreed that you drive with the car you have and not always the car you want. There is no place on the rocker panel for a bottle jack, except where it was placed here. It went through here. I have seen rust dealt with in a lot of ways, including spray foam, duct tape, and hot water heater jackets. I use roofing tar for undercoating, and it works very well indeed.
The MB bodypan is very rigid, and so structurally I dont think youre in trouble here. I can jack both front wheeelsof my 190d off the ground from either side of the car, and I have my rockerpanels cut out completely. In your case I wouldnt jack the car with any part of the body pan, and I would go over the underbody visually, or have someone you trust do so for you. The other day there was a poster whose shocks went through the shock towers, so you just never know about these things.
I didnt mean to scare you, but to show that these little spots can be dealt with and its not rocket science.