Rear Headrests won't go up
 

1999 clk convertible. The headrest light on the dashboard blinks when the car starts, but nothing happens when the button is pushed. Also, the top won't go down.

I don't know how that car compares to mine but I think they are both W202. On mine the headrest button only releases (lowers) the headrests. They are raised manually.

On this one, the button both raises and lowers the headrests.

If you can confirm that the pump runs when they wont go down its because of a bad o-ring in the control valve that's blown out and allowing pressure to bypass the actuators. The valve is on the driver's side behind the rear seat back. If removed it can be disassembled to access the o-ring.