i've found that the LAMP MALFUNCTION alert is quite reliable. so if someone
says they checked everything, they usually (still) missed a bulb. only exterior
bulbs are part of the monitoring system. for my 99 E320 they are:

(2) H6W dim bulbs inside the high beam reflector,
(2) front bumper side clearance bulbs,
(2) dual filament bulbs on the outside edge of the tails
(2) single filament bulbs on the inside edge of the outer tails

...then, when you step on the brake,
(2) second of the dual filaments light up on the outside edge of the tails
(1) light array in the high-third-Dole brake light near center back window

....don't neglect to eyeball,
(2) lights above the rear license plate
(2) lights when shifted into REVERSE
(1) rear fog light on left rear, when headlight rotary switch pulled 2 clicks
(2) front fog lights in front,when rotary switch pulled 1 click

....and natch,
(2) low beam
(2) high beam

__________________
-- raymond~
47º 34'N 122º 18'W