I just found two auctions on ebay for five speed manual diesel wagons.

They don't have the VIN for either car showing on the auctions.

Could you even own/register these in the US?

Mercedes Benz E Class CDI | eBay

Mercedes Benz E Class E 250S Elegance | eBay

Not until they're 25 years old. Or get a US spec 98-99 E320 wagon legally converted to and registered as a US spec turbodiesel then swap over the OM602/5 and 5-speed MT. At that point just do a 6-speed MT swap.

Sixto
MB-less

They are showing up in Canada now because our rules/laws are 15 years to import. But they are not going cheap, $11500 on kijiji which would get you a newer E320 cdi, or high miles R/ML cdi with 4matic or a 4matic wagon for next to nothing and just pay for gas.
Some people find loop holes and get them into the US (grey market cars), it does happen but it is state specific and probably involves some "questionable" tactics to do it.

Also saw them advertised on Kijiji. Although I would love to have a good
W124 diesel wagon I am not interested in a W210 as rust is a too big Problem.
There is also a W210 for sale in Leamington, ON. Feel a later W211 even with a gas engine is a better choice.