Window regulator essentially move up and down the window - if your window doesn't close one day chances are the regulator is gone. Seems to be a commons X5 replacement. DIY looks pretty straight forward.

As for the final stage resistor, if your heat/AC ventilation fan either works intermittently or only at a single speed regardless of the setting then this is a good place to start looking. Its a common replace in all BMW's. Its a pretty cheap and easy DIY.

Not sure how you would get the dealership to replace either one - either they work or they don't. You could say that you had intermittent problems as described and see what they do.

Also worth having them put the X on a lift and have a look at suspension parts tie rods, sway arms, bushings etc. Also check brake pads and linings, engine hoses etc.