I can't seem to find a full diagram, they either stop at the header or stop at where the exhaust pipe meets the header. Is there any type of sealing ring there, or is it purely press fit?

There should not be a gasket between the downpipe and the header connection. There was not on my V8 nor on my 190e 2.3....

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from the exhaust manifold to the catalytic converter there is no gasket, the manifold downpipes are flared, just bolt up the exhaust to the manifold.