You have a 2002 with 225 000 km.
It sounds like the guy who owned it before you drove alot.
Take it to a mechanic that knows about diesel cars. He might know something that another mechanic didnt pick up on.
#1 ?
#2 ?
#3 Have them check the seals on your turbo.(Had the same problem on my chev truck)
#4 Is there any aftermarket stereo/alarm/carstarter that might be causing a power drain?
#5 http://www.xoutpost.com/articles/x5/e...nt-bmw-x5.html

Good luck