I see a never ending threads on this topic of "fan blows on high only" so while talking to BMW "bud" in Atlanta this am he gave me info to pass on:
99% of the time it's the resistor pack just behind your heater controls.It's like a $20 piece from the "stealers" parts counter. (He's going to e/m some details/diagrams later at his convenience) He said another overlooked thing by DIYers is the actual "blades" on the fan speed switch itself. They collect moisture & condensation over time and lose contact. CLEAN THEM WHILE YOU'RE in there!!! Contact cleaner, 90% Isopropyl alcohol or brake clean will work. Spray it on and then work the switch. This was a common problem on the E36.
Just an FYI