When I did shocks on the black car last year I ordered shocks from amazon using 03 SLK320, a message popped up saying these parts do not fit your 05 Crossfire. I decided that sure they do and ordered them. They arrived and the mounting on one end was wrong, don’t remember which, had to return them. I wish I could remember more details, I just remember they didn’t fit.
I think they may have sent you the wrong shocks. Or they were possibly for the R171.
If you open 2 browsers with Rock Auto, and look at the shocks for the 03 SLK320 on one, and the shocks for the 04 XF on the other, all of the part numbers match.
They only show the B4 Bilsteins for the CLK though.
I'm gonna give it a shot, worst case I have to return them.
Jared