| 1. probs looks to me like a poor contact with bulb at the socket. I suggest you clean all sockets before installing the bulbs. The "blinks very fast" - that is an indication that RELAY WORKS but one of the bulbs(or it's connection) is malfunctioning. If it blinks fast on the left, the concentrate ur efforts on the left. ;-)
2. Nick is correct. Pelican articles ca give you a world of info on bimmer tech. Note though that the on-board diagnostics of BMW will work ONLY if the internal battery(behind the instrument cluster) is functioning fine.
3. metric to standard. try and get hold of an owner's manual. it will provide you the sequence that u need to proceed with.
4. if press your ear to the body closest to the tank, u should be ale to discern better. fuel pump that is audible is not normal, and u may want to replace it before it goes bad on you on the road.
E30's are fun to drive... Welcome to the club :-D | 
