Monitor not ready

You need to drive specific drive cycles to get the monitors to run. BUT you may want to have the car scanned with a MB specific scan tool. There are trouble codes that can be set that do not light the check engine light but can prevent some tests from running as well.

The three items you mention are ones that should run very rapidly.
Here is a somewhat generic drive cycle as an example

Begin with a cold start (coolant temperature below 122 degrees F and the coolant and air temperature sensors within 11 degrees of one another). This condition can be achieved by allowing the vehicle to sit overnight, and then by beginning the drive cycle the next day. Most drive cycles will be difficult to follow exactly under normal driving conditions, so the driver should exercise caution, road safety, and courtesy to others.
* Start the engine. Idle the engine in drive for two and a half minutes with the A/C and rear defroster on.
* Turn the A/C and rear defrost off, and accelerate to 55 mph at half throttle.
* Hold at a steady speed of 55 mph for three minutes.
* Decelerate (coast down) to 20 mph without braking or depressing the clutch.
* Accelerate back to 55 to 60 mph at  throttle.
* Hold at a steady speed of 55 to 60 mph for five minutes.
* Decelerate (coast down) to a stop without braking.

Repeat all but the cold start twice.

Usually not a sensor issue BUT there are items that can cause issues with the monitors setting. To see those you need to have a good scan tool to see which items are specific to that vehicle.

Hello,

I think Steve W has come on the something, if the thermostat is stuck open and the does not get up to operating temperature the monitors will not run. I would check the thermostat to see if it is stuck open and go from there.

Please run this test and get back to us so we can continue helping you.

Best, Ken

You need to drive it for a couple of days before the monitors will set. About 50 miles.

Please let us know

Sometime it can take a while, just keep driving it to see what happens, couple more days of regular driving.

There are specific drive cycle items that have to be perfect for the various monitors to run. For instance the O2 sensors may not run the monitor tests if there is a small exhaust leak, or there is a slow sensor.

The problem is that Mercedes does not provide the exact parameters for those tests to run.
If you take it to a MB dealer and have them hook it to the factory specific scan tool and then look up the drive cycle information and what has to be set for the monitors to run you might have better luck. It's very possible that some tiny item, like fuel level, exterior air temperature or another data bit is stopping them from running.

In your case I doubt that the catalyst monitor will run because the system cannot get the O2 sensor monitor to run. The O2 won't likely run because the secondary air hasn't run. So you need to have whatever testing and repairs done to get that system to work first.