Yes, there is a vacuum powered shut down device on the aft end of the injection pump; a brown vacuum line is connected to it. However, the engine usually fails to stop when the shut down's bellows are broken and can't pull the fuel rack to OFF. I don't believe that's the problem.
These engines use glow plugs to preheat their prechambers so the engine will fire. There's a glow plug relay on the left fender. It has a plastic cover that slides UP exposing an 80 amp fusible link or fuse. It's probably broken, killing the glow plug system. One can jump this link temporarily with a stout copper wire - but only temporarily. The 80 amp link is available from the dealer and others for about $1. Also buy a spare.
The other possibility is no fuel due to a clogged pick-up sock inside the tank, clogged filters. There are two, the small clear plastic one down at the hand primer pump and the main spin on filter aft of the power steering pump. You can check fuel delivery by cracking open a high pressure line to an injector - it should leak when the engine is cranked. Tighten it carefully - not too much or the line gets crushed. An air leak into the fuel system is also a possibility, especially if someone recently worked on it. Tighten all the fuel line connections between the tank and the injection pump. Open the fuel cap to ensure there's no vacuum inside the tank due to a clogged tank vent - unlikely, but could happen.
Finally, a warning. M-B diesels use prechambers for (relatively) smoother running; starter fluid can crack the prechambers so don't use it!
Hope this helps you get rolling.