My Mercedes says check battery and alternator.heard a wheezing sound and smelled something.What does it mean?

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Based only off of what you have written so far, Id say your alternator belt is slipping and not spinning the alternator enough to charge the battery, that would also explain the smell and possibly the wheezing sound.It means you'll be lucky if you can get your car started with out a jumper cable... You will need a new alternator and then you'll need to charge your battery
Check for a broken serp belt, and check the idler tension pulley its probably froze up New belt and tensioner
Your alternator fried