Maybe since you have headup, the system shows arrows there and does not bother showing them some place else.
Try not showing arrow info anywhere and they will pop up.
Eaven old X5 with MK4 will popup arrows if you are not showing map or arrows.

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X5 4,4i-06 Current
330Ci Cab-03 2007-2008
MB E55 AMG-03 2006-2007
Z3 2,8 Roadster-98 2006-2007
X3 2,0d-05 2005-2006
320d-99 1999-2005