Okay... this CLP/SSM is the black box with the vacuum pump and PC board in it... right? Yes.

If so, I've replaced that with the other one I bought some time ago for the harness, and nothing works... no vacuum pump for the lock system... nothing. OK

So I unsoldered the pump and tested with 12VDC and it works fine. I took my original pump off and tested it... IT works fine too. So, something that is supposed to energize that pump ISN'T.
The pump is operated by the controller board in the CLP/SSM Thats why they call it that, it's the Central Locking Pump/Security System MOdule. The pump/motor combo NEVER goes bad, it's always the controller.

Now this leads me to believe that the vacuum RELEASES the locks and a spring/solenoid LOCKS things because it locks when the car is NOT running, nor is that little pump, and since
No. THe pump sends PRESSURE to the locks to unlock and sends VACUUM to the locks to lock. See the really good details in the service manual.

I always used to start the car and hear that little pump running when I hit the key--even without engaging the start position--but just in the 'on' position of the key switch. Is there a vacuum chamber that holds vacuum as a reservoir?
No, see my post above. And the pump DOES NOT run when you start the car, it will lock the doors at about 8mph, tho, that is automatic, but the pump does not run just because you start the car.

The wiring looks fine with NO signs of corrosion or green anywhere. Sigh. If replacing that CLP/SSM isn't the issue (and I realize it may still be, and that the 2nd one may also bad even though there is NO sign of any moisture issues with this one), then what? Go and buy a THIRD CLP/SSM only to find it is something else? I've reassembled both CLP/SSM units and will put the original back in and hook up the wires and vacuum... then I'll try testing with the car running and NOT running and see what I get. Love this car, but absolutely HATE Mercedes electrical engineering... way too far over the top of what's necessary.

The CLP/SSM system is on battery power, it's operation has little to do with the key being on or off. PLease read thru the "Vehicle Theft Security" chapter of the service manual and you will be way more up to speed.
I still question the CLP/SSMs but I admit this may be a CAN BUS or BCM (Body Control Module) issue. But the thing is, you MUST understand how it works and some of your statements above are WAY off base and I urge you to read thru that chapter of the service manual and SO MUCH will be clear to you. You are troubleshooting by GUESSING and that is going to lead you astray badly.

THis leads me to make a basic statement: The symptom-function troubleshooting method is based upon a good understanding of the system you are troubleshooting. The really good techs/engineers/fixers are those who understand the system the best; this understanding has to be more than a theoretical understanding, which is why a lowly tech can often find and fix a problem faster than the engineer who designed the system. This is why my "engineering" title is not really why I am valuable to the company, it's because I have done my job for 40 years.

ONE MORE TIME: Download the service manual. The manuals are ALL here:
CLICK THIS!