You are correct. Symptoms can be misleading. I suggest you take it to a well recommended transmission specialist that has experience with BMW transmissions for diagnosis. If there are two in your area I would do both. Dealer only does replacement.
Just in case. The process to refill the transmission is to have the vehicle level, fill to level fluid starts to run out the fill hole. Start it up and go though the gears slowly. Top off as needed. Drive it until fluid gets near operating temperature, check level again and top off as needed. Since you have already driven your X, I would check the level and top off if needed.
I have attached a thread of a partial summary of transmission issues and causes. I haven't seen it challenged but it is not complete.
http://www.xoutpost.com/bmw-sav-foru...s-summary.html