Hmm, sorry I'm not being much help and I managed to confuse myself when I fitted the Bluetooth adapter - was basically expecting to find an empty coax connector as a) I had CD changer pre wired but no changer, b) mine was a 2003 so early and c) I had the fancy DSP (digital signal processing) equaliser options like 'Jazz', 'Church' available.
But... when checking in the boot I found the 6+3 connector and not the coax connector:
Which makes life a lot easier, so I didn't bother thinking about it any more. This thread gives sone more info:
https://z4-forum.com/forum/viewtopic.php?t=40891
But, what I can't see in your pics (and apologies if it is there) is an *empty* connector (either 6+3 or coax) which you would expect to find if prewired for a changer!
At the risk of sounding condescending, have you had a good root around all of the inside of that cavity with your hands? Or shove your phone in a take a video?
It's conceivable someone has played with the wiring before I suppose.