E46 suffers from this same nonsense. Oil in the coolant is a sign of oil cooler kaput. If you have coolant in the oil (engine) then its head gasket. I would say oil cooler first. If its auto gearbox there might be a oil cooler for the gearbox also. From the pictures the oil is black so I would say engine oil cooler. If the oil was reddish I would say gearbox cooler.