I just wanted to make sure I understand what you're saying here. When you turn your key to position 2, you do not see a check engine light?

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1993 400E, 256,000 miles (totaled)
1994 E420, 200,000+ miles
1995 E420, 201,000 miles

When I turn my key to position #2 I see every light on the instrument cluster light up, but none of them is a CHECK ENGINE LIGHT. There ia a light for ABS,BRAKE, ENGINE, COOLANT, OIL, LIGHTS, SRS, ASR and a few more that I do not recall .

There are a total of about 9-10 lights that all are working but no one light specific for CEL .

What would it look like and what would it be called . I do not believe there is any more room on my instrument cluster for any more lights , and all the lights there work

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When I turn engine to position #2 I see from left to right HIGH BEAMS, BATTERY,WASHER FLUID, RADIATOR, OIL CONTAINER , LIGHT BULBS HEADLIGHTS ETC,

Then on the right hand side of cluster ASR, ABS, A CIRCLE WITH BRAKE DRUMS AROUND IT BRAKE LINING LIGHT,PARKING BRAKE,SRS, SEAT BELTS, for a total of 12 lights believe there is another on top in center for ASR indicator .
There is a triangle with an exclamation point in the middle of it , in the cluster above the center where it says MPH not a ASR warning or it may double as an ASR warning as I remember seeing something when driving in snow

Is this what you are referring to as a Check Engine Light ? I am not familiar with what it looks like. In my wifes Mazda it is an engine bock that flashes

No CEL