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Q:

warning lights on 2004 BMW X3

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Three warning lights came on when I started the car; the automatic transmission, the yellow BRAKE, and the dynamic stability control. I drove it home, 5 miles, and the brakes grabbed but otherwise I did not have any issues. What is going on and how could three things go wrong at one time?
(2) Answers
The E83 electrical system consists of several BUS networks and it seems you have a fault in the powertrain can bus.

Has your transfer case oil ever been changed?
Possible faulty transfer case motor or your DME/DDE, DSC, EGS and VTG require programming and coding
Had similar problem and took it to dealer. It was the low voltage. They charge the battery and did not have similar since.