What did I miss?

Did you change the thermostat? If not opening properly or far enough, that could be the cause of your overheating.

Use heater full blast with windows open to add additional cooling till you locate the source of the problem.

Could be a clogged heater core or stuck inline heater valve. Did you have the system flushed?

SOUND LIKE COOLANT FANS HAS A FAULTY THERMO SWITCH LOCATED AT THE BOTTOM OF THE RADIATOR ON LEFT HAND SIDE.CHECK THE FUSES 8 IN THE ENGINE COMPARTMENT AND CHECK FUSE 16 IN THE PASSENGER COMPARTMENT FUSE BOX.WHEN ENGINE OVERHEATING IF BOTH COOLING FANS WORKING.OVERHEATING PROBLEM COULD BE BLOWN HEAD GASKET.CHECK ENGINE OIL LOOKS LIKE MILK HEAD GASKET LEAKING.SEE WHEN YOU DRIVING LOW AND HIGH SPEEDS THE COOLING FANS SUPPOSE TO BE RUNNING.IF THEY NOT RUNNING THAT IS YOUR OVER HEATING PROBLEM.

check check fluid level on power steering pump

There is a fan relay in the fuse box in the engine compartment. Usually that is the reason why it won't turn off. It fuses in the on position. If you have the manual it will say which one is the fan relay. just pull it out and get a new one. They are not expensive.

Hope this helps

Try changing the thermostat with a higher number thermostat 180 or higher.

Use a known working relay of the same type and turn on your a/c on high, then put in the relay where the old high speed fan relay was. If it comes on, it's the relay. Try this on low speed as well. If they don't come on when the A/C is on, it could be your pcm/ecu as well. If it doesn't communicate with the sensor, it won't turn on. Check with A/C running to narrow it down. If they work here, look into the engine coolant temperature sensor.

I found that for some reason if you start your car and then remove and reinstall the hi and low relays that the fans work. I have done this numerous times on my 1995 lhs. I thought that my fans were defective until by chance checked the relays which engine was running.

some bmw's have a electrical thermostat

Almost sounds like the same symptons as my van. Turns out the guage was not the problem. The van was in fact running hot because the electric radiator fans were not kicking in when the engine was hot. I replaced the relay switches for the fans. There are two of these in the fuse panel under the hood. There has been no problem with overheating since