If you have the 20 pin DLC in the engine bay...look for a round cover similar to the one circled in the image below...as upallnight indicates...the location is different based on which engine you have...but the round cover & design of the 20-pin DLC is the same regardless of which model/engine you have.
And by all means...yes, definitely check the fuse if you think there's an electrical issue. Since you have the 20-pin DLC...you may have a different fuse layout...but as you can see in the image below...for my 2006 e53...the diagnostic plug is fuse #52...but again, I only have the 16-pin DLC on the inside of the cabin.
If you have a 2001-up BMW (or build date from 6/00 or 9/00 depending on which model)...BMW discontinued the 20-pin DLC in the engine bay except for the e38 and Z3 which continued with the 20-pin DLC up to the end of production for those models. See the info below about the 16 pin OBD II connector for the 2001-up model years.
(20-pin DLC on a 1995 e38 w/M60 V8 engine)
(2001-up model years discontinued the 20-pin DLC except for the e38 & Z3)
(OBD
"diagnostic" socket fuse number is #52 for those with the 16-pin DLC...check the fuse index in the glovebox for early build date e53s in case there are multiple fuses for the diagnostic sockets)
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