I have seen a threaded AGA pipe fail before on a customer vehicle. When I pulled it apart it looked to be installed correctly and like the seals failed prematurely. Other Indy shops we work with don't really like using them, mainly because they are a little on the pricey side. I use the Uro Collapsible Pipe Kit, its installed in two of my families three N62 vehicles including my X5 and I've has no problems with it since it was installed around 30k miles ago. The Uro Collapsible Pipe kit is the one that uses snap/lock rings to secure it in place.

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2004 BMW X5 4.4i-Sports Package-Premium-140,000 Miles