Thanks Stephen!
I unbolted every ground point and cleaned them, did the same with positive. This picture you posted is for V8 (which is correct for your X5) but I think i6 is very similar, just the alternator and the starter are on the same side.
People say not to run the rca cables parallel with power cables. Funny that X5 has power cables running on both sides. I did run my rca cables in the middle!
I cleaned every ground point and positive with 80 grit sandpaper until it was shining. Installed new alternator, oem bosch. For good measure also sanded the points where alternator attaches to the bracket.
Now what I want to see, if there's difference in AC current with the new alternator. At least it will tell me it there was any point replacing the alternator. But this is just for curiosity's sake.
I didn't buy o-scope yet, but I don't know how it will help me. If it will show me something, it's not really actionable information. The best I can do is buy a new alternator, which I just did. So no matter what I measure with o-scope, I can't do anything more. I installed new alternator and installed expensive Newmar alternator filter. I also ordered another filter, Helix Cap 33, it was recommended to me but someone who had the same issue and that filter solved it. I plan to install it just before the amp power, to clean up any possibly remaining interference.