Congratulations on your purchase and welcome to MBshop. It idles rough cold and warm or just cold? Nope, vacuum leak won't cause that on a diesel, it'll just not shut the motor off. The climate control unit is a common problem, noticeable price to replace too. Somewhere around $300 I believe for a rebuilt one. Both my cars have had their fans quit from time to time, oddly enough in my 83 it seems like it always works correctly if I start the car with the fan going, but if I turn it on later it may or may not. I just don't pay it much attention, if it feels like working great, if not hey we all like a little time off don't we?
I don't recall if it is relayed, but sometimes the brushes in the motor get weak.