take a real close at the splines both on the axle and hub, take a wire brush/break clean to them both, then look, might have a boogered spot that you can take a file to. also a very liberal coating of anti seize on them before putting it back together.

when I have had a tough one that I knew was good, some love taps with a dead blow and a 2X4 from the hub has always worked. just till I could get the nut started.

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2004 X5(E53) 3.0L
1999 M3(E36)
2003 Z4(E85) 3.0L