Ok. I swapped coils #1 and #5 and installed a new air filter. Cleared the codes (but forgot to clear adaptations). The mysfires on cylinder #5 and #4 returned, along with a new DME failure:

F6 - Secondary air system flow rate too low, bank #2.

Ok, gonna do the smoke test now.

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2001 BMW X5 3.0i, Automatic, Gasoline