All s124 had self levelling as standard and SLS struts are indeed ~ £500 from MB
YDROPNEUMATIC - E Class 1985 - 1994 E250D - Mercedes-Benz Parts, Inchcape
They aren't dampers/shocks in the conventional sense, they're hydraulic rams used to vary the ride height and, as with most parts, MB don't make them [/pedantic]
Dunno who the OEM supplier(s) were but the ZF group do them under both Sachs and Boge brands, Sachs part #102811 is the equivilant for the Inchcape link and from a quick google should be available from ~ £200. IIRC the sport chassis version isn't available from ZF, just 102811 & 102812. The later they describe as for 'offroad suspension'. There's usually a number on the struts which denotes which flavour i believe... type 6 = sport chassis, type 7 = offroad/heavy duty? For example
NIVEAU SHOCKABSORBER - REAR, W124 SPORTLINE, TYP6 MERCEDES-BENZ A1243202313 1243202313 1243203813 A1243202313 A1243203813
Are they leaking or broken in some way or have you been advised to change them as there's no damping (hard/bouncy ride)? If the later then changing an SLS strut won't fix things as a hard/bouncy ride is a symptom of dead spheres... they do most of the springing and damping, at least until the nitrogen in them escapes and is replaced by incompressible hydraulic oil
If a strut is leaking/damaged then, unlike conventional dampers, a good used replacement from a breakers (3 pointed parts etc) is OK. Richard, if you post your VIN # someone might be kind enough to check the data card to see if you have sport chassis etc or even look up the MB part # you need