Thanks. I actually figure it out. Still not sure what the codes mean and we may be speaking of something else, not sure.

I am counting the flashes on the little red light on the box under the passenger side of the hood. I don't think later W140 had these. I cant even find a pic online, but should be able to read code from that light, as it seems like that is why it is there? Not sure though.

Anyway, I had two different codes. One flashed 5 times, then the second one flashed 26 times. I went ahead and reset it and the check engine light is off now, but not sure for how long. Like I said, still not sure what they mean. Car runs fine though.

Someone sent a link and I think that 5 is EGR control module faulty and 26 is upshift delay switchover valve. Not sure what this is, because the transmission works fine.

Thanks again.