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My name is ***** ***** I am a professional here at Just Answer. I noticed that your question had not received a response and thought I would see if you still need help with this.I apologize for the delay and I hope I can still assist you with this here.
If the radio has been replaced it will need coded/programmed by a dealer to allow the radio to operate properly.If the radio has not been replaced and it is only the radio that displays the anti theft issue and the vehicle is still starting and running properly this sounds like an internal electrical fault in the radio itself with it needing replaced.I have seen some of these fail before in the past needing replaced.This would have to be checked/tested further to be sure this is the cause here first by having the fault codes checked using either a compatible scan tool for your vehicle or a dealers sds machine.
As for the lighting issue here check and make sure all of the correct bulbs are being used in your vehicle.If the incorrect bulbs are being used they will still light up and work but will cause the light messages you see.You would need to replace the bulbs with the correct fit Mercedes wattage bulbs to correct this fault here.If all of the correct bulbs are installed let me know so we can continue.
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O.k.,since the battery was disconnected to replace the starter (as usually it is disconnected when replacing the starter) the dealer may have to reprogram or code the radio with their sds machine.They may also need to check the coding in the SAM control units to see if any coding changed causing the lamp failure warnings.Unfortunately a dealer or authorized Mercedes repair center has to do this as this will require the use of their SDS machine and access to Mercedes online for any programming if needed.This sounds like what needs to be done here.
Have you had the coding checked at all to see if it needs done.I know this may not be what you wanted to hear on this but this does sound like a possible coding issue or programming issue that needs done with a dealers SDS machine.