The third brake light bulb in my '97 w210 is not in the sensor circuit, so maybe yours isn't either. Mine was out and never triggered the message. You could "mickey mouse" in a correct bulb to see if it stops the message. The w210 has a problem with the brake light contacts on the tail lights that will sometimes give a message and still be working, at least when ever you are looking at them. Don't know if your model has the same problem or not.

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'97 E 300 D