Wow. The worst part is that it's Friday.
They should be able to track the car if you have BMW assist. I'd start that process immediately.
If you have reason to believe it's stolen, I'd go to the police, too. I can't see a downside to their involvement in the process.
I'd also go to BMWNA, and bypass the dealer, just in case they are playing games with you and are withholding information.
2012 E88 128i, Alpine White/Black
2011 E90 328i, Crimson Red/Black
2008 E60 550i, Carbon Black/Natural Brown, ED 2 November 2007 (retired)
2006 E83 X3, Silver Grey/Black, ED 15 May 2006. (retired)
2005 E46 330i, Jet Black/Black (retired)
2002 E46 325i, Electric Red/Black (retired)