Maybe you have bad engine or transmission mounts, or the shifter is out of alignment (yes it can happen and go into neutral) or the bushings are worn and it is not really in the position you think it is (fully engaged). There are a ton of things that COULD happen or be wrong on old cars, each car is different. Perhaps someone repaired the transmission in the past and not everything is lined up just perfect. You need to visit a Mercedes specialist that is honest for that kind of work and not just going to say you need a transmission replacement to start...
Fuel economy, you can get far more, adjust your driving to mimic a manual transmission, when you want it to shift (as early as possible) lift on the throttle so the transmission goes into the next gear, this way you can keep it below 2000rpm as much as possible, and stick to 55mph and you will see a great increase. Remember, in the early 80s 55mph was the speed limit and hence what manufacturers were aiming for highways cruising speed. They love cruising slow and reward greatly. There are other things that can be done to help, but it will cost money and unlikely to ever pay itself off in reduced costs, but changing your driving habits is free!