It's a very good idea to replace all the fuses every 10 years. Cheap. Order on line or get them at the dealer. If it were me I would also replace the strip fuse for the blower (cheap at dealer). This strip (ribbon ) fuse is located in the small black box just in front of the main fuse box.

Yes, the windows/sunroof close is a feature. I think you just hold the key in the lock position for X seconds. Sounds like your rear windows don't want to respond.

'97 S320 116K
'92 300E Sportline 242K