I think you were given some good advice. Find a good independent BMW mechanic, have him review all the problems and get them fixed. It's always very tricky when you buy without a warranty, but that's the gamble. If some of the parts are related to emissions, you may still get BMW warranty service. You'll probably have to get this done through the dealer. If you do have some warranty issues, you could always get the car fixed in Buffalo. As far as they are concerned it should still be a US car. The fact that the car was exported out of the US is a Canadian Customs issue and has nothing to do with BMW USA.

I feel you pain about Canadian prices, I used to live there.