Did you check the same location that you saw from the e39 DIYs? If the engine is the same (your 02 X5 4.4 = the same M62TU engine in the 1999-03 540i/iT)...both have the same engine...and 98% of stuff is in the same location. But you may be switched around a bit being RHD due to the steering column being located on the side where the E-box is located on the LHD vehicles.
Also, have you tried looking it up in the online BMW WDS (wire diagram system):
WDS BMW Wiring Diagram System - Model Selection