The 2003 service manual can be downloaded from
http://aie-services-2.net/Sprinter/
The OBD socket ("data link connector") is on page 8w-18-5
It speaks of "fuse 6, 7.5 amps in fuse block two" (and also feeds the instrument cluster)
On my own 2005 Sprinter, it's really located in position 3 on block two (side of driver's seat)
However, pin 16 is always alive, independent of the key state (i can wake up my ScanGauge at any time).
Have you checked pin 16 against both pins 4 and the frame? They're both grounds.
Pin 8 is fused by fuse 5 (10 amps) on the steering column fuse block
(and is used by the brake light switch, too)
--dick