The headrest issue is most likely as discussed in this thread:
http://www.peachparts.com/shopforum/showthread.php?t=53955&highlight=124+headrest
Can't help with the others other than the usual troubleshooting you'd do for any electrical thing, try to bypass the switch and see if you can get the seat moving for those functions. If not, then it could be the motors, etc. themselves on the seat. Not an easy job to remove and disassemble a 124 seat, but doable if you are a good DIY'er.
Plenty of 124 parts in the yards.
Rgds,
Chris W.
'95 E300D, 344K