My 2005 E320 CDI came with a “Comfort Box”, part number A2126800010 in the trunk. Has anyone had any experience with installing these, none of the holes line up or are big enough for it to fit into?

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Here is a picture of one that appears to be installed, maybe that helps:

Mercedes-Benz Comfort Box. Black. Brand New OEM Genuine Part | eBay

I looked, because I had never heard of one of these.

The 212 part number might not be an exact fit for your W211.

Sixto
98 E320s sedan and wagon

"Comfort Box"

https://www.google.com/aclk?sa=l&ai=DChcSEwiqgsDNk43ZAhVJlH4KHbzSALQYABAFGgJwYw&sig=AOD64_0XkCM87EgX8ByJtQgbnNi3wreeNQ&ctype=5&q=&ved=0ahUKEwj38bvNk43ZAhVErFQKHXZWAXkQwg8IywE&adurl=