I had the same symptoms as you, it turned out to be a bearing of some sort. The dealer discovered this after replacing the ball joints, control arms, steering column, shock mountings and wheel bearings. Luckily it was under warranty so I didn't pay a cent and got pretty much a new front end setup.

Hope this helps with your diagnostics.

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2008 X5 3.0d
Activity: Bluetooth: Towbar: R/B: Alpine White