Hello,
What you have in ECE headlamp is the city lamp which is a small bulb beneath the headlamp bulb. You can switch the wire from US DOT side running lamp to the ECE city lamp. The pigtail is for negative earth, I believe.
On the W126, both ECE headlamp with H4 bulb and US DOT sealed beam unit have same 3-pin connectors. I've installed the ECE headlamps on my US model with no problem.
Regards, Oliver
PS The euro-style headlamps with "Circle E" and requistive regulatory glyph symbols > I recently purchased a pair of single-lens euro style headlights for a