Exhaust and that sort of thing is only an inexpenisve fabrication away. As for wiring, dash etc, you can buy a 300e in RHD here for about $5000 AUD. So that gives you all the miscelleneous parts (steering etc). What i'm talking about is things like, bell housing (can you swap the starter motor from side to side as on 380se's etc) and steering box mounting points.
The items I can see that would have to be changed are,

-steering box location (with idler arm, tie rod ends etc)
-starter motor swapped to LHS
-firewall modified to take steering column on RHS and brake booster mounting point moved to RHS (this could be canabalised from a RHD car and welded into the 500e firewall
-dash and front stiffener behind the dash, heater box perhaps, wiring loom, swap mirrors for RHD versions (may require changing doors).
This is just me thinking and writing so feel free to add other things I have overlooked.

Would someone have a picture of a 500e taken from underneath and looking backwards from halfway down the engine so I can compare? I know the w124 chassis of the top of my head.

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Andrew
300e 294,000mi
380sel 185,998mi
380se 309,980mi