Welcome to the board.
Using the search facility on this site will be helpful to you, and should provide results for most of your queries.
By way of reply to your queries:
1. Commonly referred to as the 'trifecta' - see this and other threads:
http://www.xoutpost.com/bmw-sav-foru...ng-lights.html
2. Camber/caster adjustment on the rear wheels can be done by any good wheel aligner. Specs are posted on this site (again, simply search and you will find) or ask your local BMW dealer for these.
3. Sounds like your fuel pump is on its way out and not transferring fuel from one side of the tank to the other. Again, use the search facility and you will read a great deal about this issue, along with a step by step process for replacement of the pump. In the meantime, keep fuel level above 1/3 at all times.
Good luck with it all!