I'm thinking water pump too as you get heat at higher revs. However, check coolant level is topped off and check/bleed any air from the heater hoses. The seats of the heater control valves can also clog up and restrict flow.

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Cheers, Brian

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2001 X5 4.4i Sport
Black Sapphire, Hi Gloss Shadowline, Full Privacy Glass.
Too Cool for Jack Bauer