I don't know very much, but I'll try to help.

I'm not sure about the coolant light. I expect there's a sensor issue or something. I get the coolant light thing on my 190, but it's always because it's using too much coolant!

As for the rough idle, I had the same thing and first time it was the throttle control valve (around $300, but possible to clean. it gets sticky and gunky, which can make your problem intermittent. sometimes you can salvage what you've got by cleaning it). One of the super-mechs on here will be able to tell you where it is and how to clean it for your model.

The most recent time it was rough I had to do my plug wires. Turns out one of them was cut so I would drop a cylinder or have a rough one from time to time (particularly when the weather was bad).

There are probably a dozen other possibilities (something in the fuel system - pump, filter, etc.), but I don't know enough to make any other suggestions.

Hope this helps!

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Russ
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Toronto, Ontario, Canada
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'93 W201 190E 2.3 - Auto - White/Grey