My 1992 400E does the same thing in cold weather, Just last night it did it. Ofcourse it was 7 degrees here, so it was damm cold. It started up fine, i put it in reverse, and it died after about 10 seconds. I started it up and it ran fine.

From what I can gather from the 400E after having it in multi-seasonal NY, These cars just dont like cold temperatures.

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93 300D 2.5 Turbo, Black/Palomino 273K
09 E350 Black/Black 41K