Check the small 'parking' bulbs in the main headlight assembly (the ones that come on at first turn headlamp switch) and rear license plate bulbs, they are the ones that have had me scratching my head wondering until I found they were gone.

They also seem to be bulbs which the filament can bounce around making and breaking the connection - again learnt from experience.

May also be the connector plugs having been heated up and cooled down over many years just being old and brittle - again, experience - on my right hand side headlamp just taking apart the connector and cleaning up the contacts fixed an annoying and intermittent 'bulb out' warning.

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1988 W126 420 SE

beware of fundamentalists!