Aux in sprinter

I noticed that I can choose Radio, CD or extrernal source…

Is there any jack I can plug in my mp3 player? Or without messing with the wires it’s impossible?

Depends on the make of the radio. Some have an AUX socket but if it doesn’t you can with some models buy a lead that goes into the CD changer socket on the back of the radio and has a jack plug on the other end. I did this with the Blaupunkt radio fitted in the DAF 10dXF I currently drive and use it to play audio books and listen to music while driving and feed the audio from videos through when parked up. The lead cost me £7. and when the truck goes back I will just have to unplugged the lead and replace the blanking plug.

Sorry, it’s just a standard new sprinter genuine mercedes radio (looks about the same as the lorry one)
Your cable idea sounds good, but the radio is fitted into dashboard - not removable…