The window should move up and down freely in its tracks, even if the sliding jaw isn't installed. I haven't worked on a 124, but the 126 has tracks in the doors that the window glass rides in. It's very easy to get the front edge out of the track, especially if you've been fiddling with the window. When you try to roll it up, it will bind, if you don't catch it, it doesn't take much to shatter the glass.

I mention the design of the sliding jaw since it looks different than the one you removed. The new one I bought for the SDL looked exactly like the broken one you had. It would make sense that it would be a tight fit if the one you have now is designed for a different chassis.

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Current stable:
1995 E320 157K (Nancy)
1983 500SL 125K (SLoL)

Gone but not forgotten:
1986 300SDL (RIP)
1991 350SD
1991 560SEL
1990 560SEL
1986 500SEL Euro (Rusted to nothing at 47K!)

Gone and wanting to forget:
1985 524TD 167K (TotalDumpster™) [Definitely NOT a Benz]