The "cigar hose" is called that because it looks like a cigar. It is smaller at both ends than it is towards the middle. The inner diameter is the same through out the hose, it's just the outside diameter changes. It goes from the fuel filter housing to steel line going back to the tank.
As for diesel Purge, you might find it under "accessories", when you bring up the online catalog.

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1999 MB SL500 (110,000 mi)
2004 Volvo V70 2.5T (220,000 mi)
2014 Tesla Model S 85 (136,000 mi)
MBCA member