I had a leak in the same location and bought a replacement radiator from eBay. The repair center that changed the oil pan gasket said I needed a new radiator to fix the leak. I had everything apart and discovered the ebay unit didn't have the hole for the transmission oil cooler.

There is a rubber o-ring that seals the oil cooler to the radiator. The leak was coming from there. I replaced the o-ring with a new one and no leaking since. I installed it in May 2023. Sent the radiator back and got a full refund.

This is the o-ring I got off Amazon. I went with Viton because of chemical and temperature compatibility. I had a butyl o-ring but Viton has a higher temperature rating. Paid $17/5 pcs

M4x38 Viton O-Ring, 75A Durometer, Round, Black, Viton, 38 mm ID, 46 mm OD, 4 mm Width

__________________
2003 X5 Steel Grey
3.0i