I've heard RWD cars with very aggressive clutch type differentials making clunk/banging sounds on certain occasions (most often going in reverse in a parking lot) because of the plates slipping/unlocking.. I could see how that noise could be related to the center diff, but I am 100% speculating at this point.
Get it documented in the BMW dealer's system that you had this complain and that the techs couldn't replicate it, so you have a record of prior action in case it comes up again
good luck
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