So fuse #22 is the Aux Fan. I removed the fuse #22 and left the car there for 5 days without starting it up. Then I put back the fuse #22 and it started up with no problem. It is safe to say that this is related to the Aux Fan. I read that some E39's Aux Fan will turn on or stay on after the car shuts off. In my case, the fan shuts off and does not start up by itself...only thing is its constantly draining the battery.
Where should I go from here?