Mercedes failed emissions/obd not working. Oxygen sensor?

Hello, this question is too general to answer with any kind of thoughtful response. Not being able to inspect the vehicle first hand, there is no way of knowing the simplicity or complexity of the concerns your Mercedes-Benz vehicle has. As a result, there is no suggestion that anyone could make for you. Your vehicle needs a professional, hands-on inspection by a trained professional to give you the advice you seek. Hopefully you can do a search of possible shops near you -- perhaps a RepairPal Certified Shop - to get the answers you seek. Good luck.