I don't know about these older cars but I am looking at the schematic and I am seeing inside of the Glow Plug relay 3 diodes and what I believe is a Transistor (not entirely sure of the symbol for that). I am guessing one of this in the relay is what is causing the issue.
The voltage that activates the relay appears to be #5 on the Electrical connector and #30 on the relay or at connector #3 and relay #50 and comes from what is called in the diagram the Steering Lock Starting Switch.
One circuit is going to be for when you apply the Pre-glow before you start cranking and the other connects and has the glow plug relay on during cranking. I don't know which is which.
See if this will function for you:
Mercedes-Benz Model 114/115