I'm not 100% sure, but I'm pretty sure that the "tube" shaped one you describe is actually the piece that is supposed to stay in the hole and the bullet shaped one on your old moulding is probably inside it. There are two pieces (on my car anyway and I would assume yours would be the same). There is a rivet or top hat looking plastic piece that stays in the hole in the sheet metal, and then the bullet shaped piece of the moulding goes into it, expanding it and making the moulding fit tight. Check it out.

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1982 Mercedes-Benz 300CD
1982 Mercedes-Benz 240D - stick