This is a little lengthy, but necessary to see my problem. I'm not sure where I'm headed on this. Looking for some insight.
In 2009 I bought a 2006 CPO X5 3.0. At the time it had approx 22k miles on it. I bought it out of state, and I’ve been taking it to the local dealer for all the maintenance/repairs. The CPO warranty was set to expire at the end of Sept 2012 (I was never going to hit the mileage for expiration, just time).
In Jan 2012 I had an oil change done. Over the next 4 months, I was in to the dealer on multiple occasions because the low oil light was on. In that time they added 4+ quarts. I had gone maybe 3000 miles. Previously I had some oil loss, but it was getting worse.
In May 2012, it started running rough, and it was in for service. They determined it needed valve seals. (59k miles). The pulled the head. Replaced the seals, head gasket, etc.
July 2012 low oil again. Dealer added a quart. Aug 2013, low again. Dealer added a quart. I was concerned over the continued loss, since my warranty was expiring the following month. I was assured that since it was a prior problem, and documented that it would be ok.
Dec 2012 – check engine light again. Continued oil and now coolant leak. They pulled the head again. Had the head resurfaced and tested. Reinstalled. New head gasket, etc. Repair done at their expense (dealer or BMW’s expense, since prior problem = no cost to me)
Jan 2013 Low oil again, and what appears to be sludge in the engine (which I took pictures of). They called the tech that had worked on the car. He said it was just condensation. Adds 2 quarts after 500 miles. (in this time, both SAs that I had been working with were no longer at the dealer)
I make an appt. They now tell me that they need to use a specific form to track oil consumption. Neither previous SA had ever used this form.
April 2013 engine running rough. Oil/coolant loss again. They replace 2 ignition coils and the expansion tank. (which I pay for). The next day, check engine light on again. They now keep the vehicle and it is determined that they need to tear down the head (again). Pull the head. Check engine block for cracks. Send out head again. Check head for cracks. Check that the surface is good. They don't come up with anything they can pinpoint as the problem. Decide that maybe they didn’t use the correct head gasket (not thick enough) and they reinstall. 68k miles
During this they gave me a loaner X1, and they keep my car for 55 days. No charge to me, and I suspect they were using “off time” for the tech to work on it.
June 2013 – pick up X5.
Aug 2013 – low oil light again. In for service. “they will monitor it”. Added 1-2 quarts.
Sept 2013. Running rough cold. Check engine light on again. In to dealer. Diagnosed as the same problem. Leak down test failed on one cylinder. After 3,900 miles.
At the moment, it's at the dealer. They gave me a loaner at the end of last week. I'm supposed to hear from them today as to their next step. My feeling is, it's the same original problem from when it was under CPO warranty. They either never fixed the problem, or never correctly identified the problem. I've kept a log of all my visits, and service records to support my problems.

I'm hesitant to get BMWNA involved, as a) I'm not sure what they will do, an b) I'm trying to let the local dealer resolve my issue. Except for $650+/- that I paid in April of this year for some ignition coils/expansion tank, I haven't had to pay anything.

The dealer has been working to resolve my issue, but I've lost both patience and confidence that they can fix the problem. Anyone have any idea as to what the real problem might be? I'm now expecting the worst.