Welcome!
There are no brake lights in the tailgate reflectors. There are provisions for the European spec rear fog lights and with some modification, can be retrofitted.
http://www.xoutpost.com/articles/x5/...ts-bmw-x5.html
If you get the somewhat common problem of the turn signal side circuit boards burning out, you can try the soldering technique discussed in a previous thread or a newer solution using a Mercedes wiring harness to circumvent the circuit board. Or, you can just buy new LED rear lights.