The 1986 and newer cars are a bit different than my 1984.
Your owner's manual might have a section on replacing the headlight; that should get you at least halfway to total disassembly/removal.
On mine I had to first remove the electrical connectors, then the side marker lamps, then 3 or 4 screws .... I forget if you have to remove the headlight doors first; it's been a few years.
I don't recall the SD giving me too many problems; the W126 gives you some room to work, unlike one or two of the 124's screws, which are a real bear to get started.

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Bob Roe
Lehigh Valley PA USA
1973 Olds 88, 1972 MB 280SE, 1978 Datsun 280Z, 1971 Ford T-Bird, 1972 Olds 88, 1983 Nissan Sentra, 1985 Sentra, 1973 230.6, 1990 Acura Integra, 1991 Volvo 940GLE wagon, 1983 300SD, 1984 300SD, 1995 Subaru Legacy L wagon, 2002 Mountaineer, 1991 300TE wagon, 2008 Murano, 2007 R320CDI 4Matic 52K, some Hyundai, 2008 BMW 535xi wagon, all gone... currently
2007 Honda Odyssey Touring, 2014 E350 4matic