If the hole is directly above the turbo area, that is indeed supposed to have a heat shield installed there. The heat shield is constructed of a fairly heavy foil (about the weight of a throw-away pie pan) with foam behind it.

I don't know what it is with Mercedes and foam on their cars, but it's one of the worst things about the cars. So, you probably had one but it dropped down and was lost or thrown away.

Keep an eye on the engine shots for your series of diesel on EBay and you'll see one eventually.

Ken300D

PS. The 1987 300D does not have the aluminum foil heat shield as a stock configuration.

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1982 300D at 351K miles
1984 300SD at 217K miles
1987 300D at 370K miles