Originally Posted by 740iS

If it kept running when he was spraying WD-40 down the intake, it seems like you are not getting fuel to the injectors or the injectors are not opening. I would check the relays as you mentioned, but would also check fuel pressure at the rail. If your pressure isn't where it should be, quite possibly a dead or dying fuel pump, since you mention that the filter is fine.

If you have fuel pressure, then communication to the injectors isn't working since you aren't getting any fire. Unfortunately, to diagnose this part you need something that will communicate with the car and see what errors are happening.

Sorry, I don't have a diesel, though I know the mechanics, it's nearly impossible for me to provide any more guidance. I'm not sure of all of the specifics of the BMW diesel. Hopefully, some of the diesel guru's will be able to chime in for you.