i would check if there is vacuum coming from the brake booster line 'tee' that feeds the climate control and shutoff valve in the ignition switch. just pull the line and check with the engine on.
it is the line that goes to the yellow valve near the firewall.
the other 'tee' in the brake booster line will be feeding the trans vacuum valve on the IP. if there is good vacuum
you could isolate the shutoff 'circuit by disconnecting the lines going to the climate control and feeding directly the green striped line going to the inside of the car. then shut off the engine with the key. if that works then your shutoff valve is ok and you need to find a vacuum leak within the system.
the black line that justs 'ends' in the passenger compartment is normal it doesn't attach to anything.
changing the fuel filter has nothing to do with the shutoff (fortunately!!)

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1984 300D Turbo - 231k....totalled 11/30/07 RIP