I'm not sure if this has been posted before, but this long-ish video has very good instructions on how to set up the WRD. He points out that the Mahle replacement thermostats are different from the originals and adjustment of the washers is needed. I ran into this exact problem on a 250sl - with a new Mahle thermostat, the car will not stay running after a cold start.
https://www.youtube.com/watch?v=F6sxlOFmoYwCheers,
CT
