I believe there was an update to the fuse arrangement of the W126 series, but I thought an 86 would have the retrofit from the factory. In any case, it's a pigtail that connects to the fuse holder in the fuse box and houses two fuses. If you don't have the retrofit, it could be something to consider.

Sixto
95 S420
91 300SE
87 300SDL
83 300SD