"I'd like to check the level but the service advisior didn't know where the resevoir was located."
I'm assuming your car is a W211. If so, then there is no fluid reservoir for the suspension. The only suspension option for the W211 is the Air-matic system.
"Noticed a thin trail of oil in our only snowfall of the year the other day. It was about 5 feet long as i backed out of the garage."
"Dealership says if there's no warning on the dash then don't worry about it."
Ask the service advisor if HE had a five foot trail of oil in HIS driveway if HE would worry about it.
If your car does indeed have a leaking shock absorber, it won't cause any warning lights to come on, but that doesn't mean it shouldn't be fixed. The types of responses your service advisor gave you are why dealers have such a lousy reputation.