You may be confusing thermoswitches and sensors. The three pin device is a thermoswitch, the two paths are either open or closed, depending on temperature. The black one pin device is a sensor, it contains a thermistor which has variable resistance based on temperature. I may be wrong, but I believe the two pin device in your photos is also a thermistor, which supplies a temperature reading to the climate control unit, which in turn controls the fan.

On those cars where the red switch is used, it serves the purpose of completing two circuits. The first circuit will close when engine temperature reaches about 100C. It engages the electric fan at high speed, bypassing the resistor. The second circuit engages at around 105C, and turns off the A/C compressor. There are a couple of versions of this switch, which engage at different ranges.

If you're looking to add a device, there are a series of 22mm bungs on the left side of the head. A couple of them are probably in use, either for sensors or for heater return water. Remove one of the unused plugs, and you can install a 22mm fan switch from a VW, Jaguar, or Porsche. Mercedes uses 22mm to 16mm adapters to install sensors in these bungs, that's another option.