So when you open the drivers door the overhead cabin lights come on? Fuse 9 powers that light, the siren (which I hope you have disconnected until this locking problem is sorted out) and the Tow Away Alarm Switch which connects to the CLS. I pulled my fuse 9 this morning and when using the fob to try and lock the car I could not lock/unlock, but the lights did flash as normal. Please double check fuse 9 as a bad fuse there exhibits your problems.

Fuse 35 should give hot power 12v to the SKREEM at all times. There is a RD/YL wire from the 35 fuse to connector C1 #18 on the SKREEM. If you have power at that connector I would suspect the SKREEM is not working properly with it's communication to the BCM and thus you can't lock the doors. You could contact the Mercedes Swap Shop for help with the SKREEM. There is also a remote keyless entry relay that is powered off fuse 35. I believe it is yellow colored and it is located in the under hood fuse box. It to has a RD/YL wire that feeds it power and the output goes to the SKREEM at C1 #2.

Without a scan from a DRB III or an emulator this is much harder to pin point.