Regarding getting P codes out of the Foxwell, I think you need to go up to the very top level from when the Foxwell powers up.

At that point, instead of selecting BMW, select OBDII, and it will tell you the OBDII codes starting with P.

You might have a situation where you have the BMW DME (etc.) codes, but no OBDII code, but just in case you're not even looking at OBDII, I'd give that a try.

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