Hi there,
taking out the fuel pump relay will not release pressure, it's just an electrical connection. Opening the fuel filler cap will.
The disconnect of the battery will prevent sparks from the fuel pump, in case you get a screw driver to the terminal, so thats important.
I also clamped the main fuel hose on my W126, but I replaced fuel pumps etc. together with the filter. For the filter alone, there shouldn't be much fuel, but then again, at todays prices, a clamp might not be a bad idea.
Good luck

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Reinhard Kreutzer
1987 420 SEL (126)