Bulbs came with Depos in my case but no big deal to pick them up on flebay. OE ballast (See pics in article.) are complete and fit below the headlight unit in the headlight carrier. The post I linked to was written by me and I made the relay/resistor box back then. They eliminated the bulb error as programming was not as prevalent as it is now. The boxes still work.
You are over thinking this whole business. When I did the first conversion the whole process took about 30 minutes at the vehicle. Four screws per side, unplug wiring, lift out old light unit, insert ballast and screw down, insert HID units 4 screws plug everything up et voilà, lights are fitted and working.
I had pre-made the relay boxes to fit on one of the lower headlight screws and it had the standard haedlight plugs in/out.

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2021 X5 xDrive40i
2015 X5 xDrive35i MSport
(Traded) 2013 X5 xDrive35i