Could it be collapsed or worn motor mounts? I had a similar problem. It was kind of a groaning sound that happened only at higher speeds while making a turn in one direction (I can't remember which). After I replaced the motor mounts, the sound went away. Maybe it was the fan hitting the shroud. I don't know, but it stopped now.

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1993 400E, 256,000 miles (totaled)
1994 E420, 200,000+ miles
1995 E420, 201,000 miles