You're going to have to retrace your steps.
Did you remove the rear coolant pipes (these connect the 2 round pipes to the rear of the cyl. head)?
Tighten those valley pan fasteners, and did you use RTV and/or new valley pan?

For a small leak (and yours doesn't seem small) I use a coolant pressure tester (I got mine from Autozone). In my case it turned out to be the auxiliary water pump.

 

I did it all new valley pan and gasket o rings all. Someone said that I should purge the system properly because all I did was add water bleed it then add more water maybe I didn’t do something right.

Pressure test is something I’ll also try I did pressure test before as well but it was leaking from the same spots before the valley pan replacement and im guessing it could also be the A/c something with that but I can’t really tell

 

expansion tank would absolutely not fill no matter what i did

If I understand this correctly, this would indicate a massive leak, and should be obvious without a pressure tester.

Also.
When I did my clutch, I found another coolant gasket/cover. This is seen only when removing the transmission. A leak here, should be around the bottom of the bell housing. I imagine the auto trans should have a weep hole/slot for this.

https://www.realoem.com/bmw/enUS/showparts?id=DN53-USA-09-2001-E39-BMW-540i&diagId=11_1525

 

expansion tank would absolutely not fill no matter what i did

If I understand this correctly, this would indicate a massive leak, and should be obvious without a pressure tester.

Also.
When I did my clutch, I found another coolant gasket/cover. This is seen only when removing the transmission. A leak here, should be around the bottom of the bell housing. I imagine the auto trans should have a weep hole/slot for this.

https://www.realoem.com/bmw/enUS/showparts?id=DN53-USA-09-2001-E39-BMW-540i&diagId=11_1525

Oh yea there is a cooling pipe that goes to the auto transmission from the radiator. That could be my leak for driver side but what about the leak in the passenger side? I’m gonna take a picture so you can see better but it’s like right by the door underneath which is weird. I was thinking ac drain or like you said a weep hole

 

Well that second image can be an AC puddle, IIRC there are 2 drains from transmission tunnel.

The cooling pipes(2) are out from the transmission and another into the transmission are filled with transmission fluid (should be red colored).

 

What if the transmission fluid wasnt red because since I had water to test there was just puddles of water. Although after I looked at the service records the dealership told the guy before me the previous owner about the trans coolant lines leaking but he didn’t fix it so could be that

 

Whaaaaaa??
I imagine the transmission cooler, which is part of the radiator, can indeed rupture internally. I think you would definitely notice transmission fluid in the radiator and vice versa. You would also have transmission problems. I feel this is unlikely, unless the coolant changes were neglected. Neglected coolant maintenance/changes will lead to corrosion, which can include the transmission cooler.

 

Wait if that’s the case then it can’t be my transmission because it’s working fine for me. I’m going to test it again today and fill and bleed my system to pin point the locations