I also have a 92 400E

To remove the front rotors, remove the caliper and the small screw between the lugs. The rotor may be rusted on, but at that point it will come off. The small allen screw may be a bit stuck. It does not have to be reinstalled very tightly. It serves to prevent the rotor from coming loose when the wheel is removed. You do not need to mess with the wheel bearings to replace the pads or a rotor.

Some difference in inner/outer pad wear is normal, but if it is drastically different, then, yes, i would expect to find a stuck/partially stuck piston in the caliper.

The sensors and shims are purchased separately. SOMETIMES you can carefully salvage the sensors from the old pads and re-use them. If the pads wore down until the sensors were activated, they usually are not re-useable. Some here recommend replacing the shims periodically, but I have always re-used them and see no reason to replace them unless they are damaged.

It is not recommended to "turn" MB rotors, but many folks here do it. I think the minimum thickness might be etched on the rotor somewhere? In my opinion, if you have a "lip" it is likely worn too much to consider turning. I successfully had a pair turned once that had little wear in order to smooth them out.

The two 19MM bolts are to remove the caliper. (Ya shouldn't have messed with the others!) I have never messed with the other bolts that hold the caliper together. Perhaps someone here can address that question. If you tighen them back does it leak? Perhaps it is time for a fresh pair of rebuilt calipers? If you are replacing the calipers it would be a good time to replace the rubber brake hoses unless they appear to have been replaced recently.

Yes, you are correct; if you are not removing the rotors, you can easily replace the pads without removing the calipers.

There are many opinions on best pads and rotors here, but my preference for this car is "PBR Deluxe Plus" pads (relatively low dust) and MB or Zimmerman brand rotors available from this web site.

Good luck!

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02 S500
92 500SL
92 400E (Sold)
87 300E (Sold)
83 300D Turbo (Sold)
75 300D (Sold)
74 240D (Sold after 20 years)