Sorry to necropost, but I am also just getting the 4x4 light on. Thanks for all the tips here. I already tried lock left, lock right, lock, left with no success. I'll try a few of the other tips tomorrow.

Are there code readers that run as android apps yet? That would be epic cool, just buy an adapter cable and run your phone to pull codes.

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Reno, France near Deutschland
E70 40d LCI nicely kitted out but no bling stuff
E53 3.0d facelift with manual gearbox
E39 530i facelift with manual gearbox
And a couple lesser vehicles of necessity