I’ve been there with our C class and think I may be able to help, if you haven’t already figured it out. It sounds like you know how to bring the various light groups on sequentially so you know generally where to look for the problem. Assuming that all the lights really do light up but the light warning light is still on, the problem I had was barely perceptible corrosion between the bulb and the socket. The light with corrosion lights up but trips the bulb out warning light. I used rubbing alcohol to clean the contacts and it was fixed. I’m sure it applies to all the bulbs, but for me personally, it’s always been the brake light bulbs, especially the center one. Cheers and good luck.

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Michael

1988 300 SL (5 Speed)
1994 E320 Wagon
1997 C230