My headlights are staying on even when I turn the
headlight switch off, also my indicators don't work
until the car is warm
Is it the main beam lights that are staying on? Given you also have a problem with your indicators it could be that the stalk is faulty, but I'm more inclined to think it's the Light Control Module (LCM). A new LCM is quite expensive and will need coding to the car, but it is possible to have it repaired. Do an Internet search for E39 LCM repair to find someone in your area, or perhaps take the car to a BMW specialist for a thorough diagnosis.
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