How do I troubleshoot?

ESP & ABS light illuminate immediately upon engine start. From what I've read, seems like the ABS Pump is where I should start. I read somewhere about a cold solder joint on the ABS on a ML SUV, could the W140 ABS pump have the same problems?

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Easiest and cheapest way to proceed is to change the brake light switch. Be sure to get a genuine MB one, most dealers only charge about $25. It does many different things and can trigger exactly the warnings you're getting.

Dealers will charge anywhere from $150 to $600 to diagnose and change it...ugh.

But were I you I'd swap it out and see if that takes care of it. If not then you can proceed down the rabbit hole...

Good luck.