You're welcome. You should do what you're comfortable with. However, in my opinion, the exhaust doesn't need to be routed out from under the van. I say this for the following reasons.
1) MB doesn't route the exhaust for the factory D5 heaters out from under the van. I have one of those too.
2) CO is almost exactly the same molecular weight as air. Therefore it dissipates in all directions. It won't tend to rise into the van excessively.
3) I have empirical evidence that the D2 generates little if any CO. I say this from running my van with side door open. When the D2 first starts, it has a stinky smell which goes away as it warms up. I can smell that inside with the door open and yet my CO detector has never read above 0. This is the same CO detector that detected measurable amounts of CO in my home from a generator running outside about 40' away through a garage, laundry room and through two doors that were cracked open for the AC cord to run though. Amazing how sensitive that gadget it. I ran my D2 all last winter and even had it turned on for 3 weeks on one cross country trip along with many 3-day mid-week ski trips.
Again, do what you're most comfortable with, but use a CO detector either way.