Do you have the gorilla knob? I have a 1976 240D (W115), and I have a knob I pull to energize the GPs. Turning the key to 2 doesn't do anything except unlock the steering wheel and allow the car to start.

I also don't have a relay for the GPs. They are wired in series, so if one goes bad (or is not wired correctly) none will work. Maybe there is a bad ground at the end.

If you do have a GP relay, and can get to it, try jumpering across the proper contact to see if they glow.

I attached a scematic to this thread, it might help:
http://www.peachparts.com/shopforum/showthread.php?t=165381

-G