In order to add the element to the request, you can use the client.factory.create() method.
Solution could work like this:
# Create a Processing_Req object
processing_req = client.factory.create('{http://wackerneuson.com/wn/in/Conveyor_Belt/ConveyorBeltProcessing}Processing_Req')
# Create a Record object which is a child of Processing_Req
record = client.factory.create('{http://wackerneuson.com/wn/if/Conveyor_Belt/ConveyorBeltProcessing}Processing_Req.record')
# set the DELV_NUM element which is a child of the record element.
record.DELV_NUM = '82934258'
# append the new record object to the processing_req object
processing_req.record.append(record)
# make the request with the new record object created and populated
request = client.service.Processing_OS(record)