Unfortunately, no, no error codes. Well, no lights on the dash anyway, I don't have a BMW OBDI error code checker. Could the computer have error codes in it that don't trigger a light on the dash? I have a friend that does have a code reader, but I haven't had a car before that ever had stored codes but no idiot lights illuminated.
I'm afraid that the next step will be to try to replace the solenoid that engages torque-converter lockup in the tranny, but that's $300 bucks, and the transmission shop I spoke with said that if that was the problem, I most likely would have a tranny service light on the dash. Thanks much for the connector idea, though!