I own the baby bear version of your car and the FPR setup is entirely different.
Out of curiosity, I tried to find an '86 560-SEL FPR at this sites "BuyParts" - couldn't locate it, so I Googled and came up with this - see URL below. It doesn't say where, but does have a photo. Many 124 cars have the FPR behind the battery. If you don't here anything soon as to it's location, try this sites SEARCH facility - 8 years worth of history.
http://www.1motormart.com/mercedes~560sel~fuel_pump_relay_year.html