The rheastat sometimes fails, it can be checked with an ohmmeter or by bypassing it. Also Im not sure if this applies to E class cars (mine is a 87 W126) but check the integrity of the circuit board adjacent to the rheastat, the etching tends to pop like a fuse, maybe this carries over to the E class as well. Something else noteworthy is these fuses can look perfectly in tact and be bad, you might just try replacing that fuse anyway.

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87 300SDL (Silver/red)
08 VW GTI (Sold)
89 F250 5sp turbo diesel
00 Triumph Sprint ST (4sale)
00 Polaris Xplorer 400 4x4
09 Kawi KLR