1. Why change oxygen sensors FIVE times in THREE years? Does not make sense.
2. early X5s are known to have tranny issues....
3. Hope you have better luck with your diesel. Mine had some of the issues the OP had. BUT.... I was meticulous in managing the service process (admittedly you should not have to) and pressed them to deal with the issue compeltely and thoroughly- in fact I suspect my car and the PUMA case was part of the 'evidence' that was used to decide on the subsequent recall/correction they had to do.