Heater working when AC was on. What do you think this problem could be??????????

I thought it could be a vacuum leak but going down the highway the door locks work.

 

I have a 1982 240D and have found that the fact that some things work under vacuum and others don't does not necessarily mean that it is not a vacuum issue. My cruise and door locks work well but like you the heater valve did not close. Went under the dash and found one of the hoses split. As you can tell. I am not overly mechanical.