the black exhaust tip means that either the coolant thermostat is missing or the MAF sensor is dead or incorrect for this engine causing rich running (the car has no CEL and you cannot see problems like that) the faulty MAF will cause engine knock also. Once you put it on star diagnosis - the faults will be seen.
the exhaust will be oily - its pretty normal for any 4 cylinder mercedes benz engine to use about half to 3/4 litre oil in 5000 kms.
ABS not working (itself) or other bits not working too like the SRS etc. (usual cause is a bad overvoltage protection relay which is the tall silver color relay with a fuse (old style) or 2 fuses (new style) on the top of it. Or other failures like wheel speed sensor failure.
Power steering pump noisy = you need another pump. Shift shock on your transmission (which is not electronic) is caused by incorrect vacuum signal at the transmission modulator. The modulator itself can also be faulty. The shock is also caused by worn out flex discs on the driveshaft and will have also worn out the differential mounts too. not that expensive to repair. You jmight also want to have the rear subframe bushings renewed - those will be worn out by now, Check by driving on the highway, if the car sways in the wind, those bushings are shot, a MB mechanic worth his time knows how to replace them, requires making a puller too.
Heater not working maybe a simple heater valve failure or bad CCU or even faulty diverters in the HVAC box, not easy if its starts to get complicated. Did air flow direction correspond to the change on the climate control unit?
Seats are easy business for any seat rebuilder.