Maybe something may be wrong with the wiring. Maybe some sensor is f'ed up and might be dumping in to much fuel. It may be running pig rich and causesing seveal systems to fail with it. If its running rich, is may be a MAS. Now, im not to familiar with the MB diesel, but i would think it has some kind of MAS. Teh shaking you said may be due to teh richness when teh glow plugs shut off and teh comprestion alone cant combust the fuel. Most if not all those symtoms make me lean towards a exsesivly rich a/f mix. If posible, hook up an a/f meter and see what it says, i dont know norm for a diesel, and tehn compare to a normal and see what you get.
Basicly after all that crap, you car is taking diesel shot and its getting all ten different kinds of f'ed up, if that makes any sence.