You and me both. The cold weather seems to be doing slightly crazy things on startup and in 1st to 2nd gear, or reverse. The shaking thing is unsettling, but it must need more time to warm up. As far as the Ext temp thing, I always get this ding noise when it's below a certain temp where roads can get black ice.

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2000 Z3 2.3 Steel Gray
2004 X5 4.4i Jet Black