My '97 S420 has one, so I would imagine yours does too. IIRC, its in the relay box behind the fuse compartment that's next to the brake booster. I don't have a diagram of which one it is though. (My alldatadiy subscription expired and I haven't renewed it yet) I priced one a while back and it was really expensive. Something like $400.

Re: bulb failure light. That could be a number of things. Check license plate lights, & parking lights too. They will cause the indicator to come on. You don't happen to have LED tails do you? They will cause the lamp to come on if they haven't been installed correctly.

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"It's not about how fast you can go, but how well you can go fast."

Bob in Richmond

'97 S320 (LWB), Ruby Red Metallic, 73k miles
'97 S420V, Smoke Silver Metallic, 155k miles