1. No, my '92 had the "natural rubber" lines. Based on the advice of others here, I simply ran it (over a year) until a slight leak was noticed. Then I changed them all. However, I believe all W210's should already have the newer fuel lines.
2. Yes, should be pretty straightforward for most any mechanic. But no need to be in such a hurry. Just go with what's already there first, then only change if/when needed (which in your case should be never).
4. I think I went thru 2 set of filters fairly quickly (first 6 mos). It's pretty obvious when the engine starts to become fuel starved. With the 2nd set of fuel filters changed, she's been running like a top ever since, with only standard maintenance.
Only other thing to look out for is cold weather. Most of the year I run B99, but my last fillup (in anticipation of the weather cooling down) was about 25% D2. Which felt kind of silly, especially since the D2 was $.25 more than the B99. This was a couple weeks ago (I only use about a tank a month), and lately we've been getting into the 20's at night and 40's in the day. So running a little more % of D2 might not be a bad idea in the winter. Nor is filling up a little more often, to avoid a mostly-empty tank (more susceptible to freezing).
Or if you really want to stay away from D2 completely, there are other options (kerosene, etc) that can be found elsewhere on these forums. But you'd be taking some chance to try to run B100 all winter in NYC.