I've done ATF and filter changes on my 2001 3.0i. Replaced filter on 2 of the 3 changes (first ones done on this car between about 169k and 174k, shortly after I bought it). No problems with that. I used Meisterstatz or something like that, and Elring maybe. Definitely did not pay for the Roundel. No problems for me.

And I never did anything to reset anything electrically anywhere.

Do you have any detectable AT problems in driving, other than the warning?

Most times, that warning is actually caused by an unrelated electrical fluctuation somewhere else in the car. E.g., alternator glitch. Others (e.g., AnrewWynn) have found problems with the electrical connector down at the AT getting messed up.

Also, Birmingham ... England or Alabama?

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2001 X5 3.0i, 203k miles, AT, owned since 2014