My 240D with turbo engine (and old loop style relay) has the same issue. All GPs work, but the light does not come on. I tried using a old relay I have and the light works fine, so there must be a internal problem with the relay. Unfortunately the old relay is sticky and needs a swift tap to turn on the plugs so I am just living with out the dash light.

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1979 240D- 316K miles - VGT Turbo, Intercooler, Stick Shift, Many Other Mods - Daily Driver

1982 300SD - 232K miles - Wife's Daily Driver

1986 560SL - Wife's red speed machine