I don't agree that you necessarily need a new transmission, but I do think you likely need an overhaul from a shop familiar with the ZF transmission (or to do it yourself).
If you do it yourself the first step is to get hold of the ZF service manual, and figure out where you willl get the ZF parts from. Your BMW dealer won't be a possible source, as they don't service the ZF transmissions. There are ZF parts distributors, though. There are good posts on here documenting similar overhauls.
I would discount your 1, 3, 4, and 6 off the bat.
I would add in anything in the valve body (solenoids, actuators, clogged passages) as well as potentially mechanical problems (such as the bearing referenced above).
The sensors and solenoids can be tested when the valve body is off. Other than that, you would be tearing it down to determine the cause of failure internal to the transmission.
Here are some posts to get you started:
http://www.xoutpost.com/bmw-sav-foru...long-post.html
http://www.xoutpost.com/bmw-sav-foru...-1st-time.html
Good luck with the repair
Jeff