Ahh yes welcome to 603 school:
You have two fuel filters, a spin on and in line. Both should be changed about once a year along with the air filter.
As for oil use a diesel rated oil, for the 603 OE oil filters seem to be the best.
Coolant should be MB or Zerox and changed every two years.
Check the engine vacuum pump on the front of the engine. If it has four screws in the cover you are golden, if the cover has no screws you should replace it. The short reason is old style pumps can fail destroying the engine. Do a search for the long story.
As far as manuals you can get the CD's right from MB for the US cars. The car itself isn't a big deal a W124 is a W124. A service CD for a US 1986 W124 should be close enough. As for the engine well it should be similer to the US spec turbo charged 603's. However some things like the vac lines and fuel injection system will be different. So maybe a search of ebay will turn a manual up. Or again maybe from MB.
You will pretty much have to order parts online or from the dealer. Regular autoparts stores like Pepboys, Autozone, Napa are useless for these cars.