Did you solve the problem?
I think I have the same issue w/ my 1999 CLK.
When I lock the doors with the remote the lights blink 3 times. After a while the lower front lights and tail lights start blinking for about 2 minutes and then they stop. Again the lights start blinking after about 10 to 15 min.
The thing is the above problem does not happen all the time.
During the whole time, the alarm never make any sound.