OK, some quick responses - my car is a 35i. As you say, It's not really worth looking at non Turbo car as gains are low.
Fuel consumption seems to be unaffected initially, but I haven't done many miles since installing it. My previous experience of remaps suggests that consumption will be increased slightly depending on how you drive - probably by about 10%. My rolling average display however has stayed resolutely at 29.4 mpg - but I don't drive like a maniac anyway, I just like having the overtaking grunt when I want it.
Regarding the interrogation of the ECU by BMW, the JB4 has options to manually or automatically clear the hidden ECU codes that detect any tuning modules. In bypass mode, with codes cleared, the unit is invisible to ECU interrogation, but as I said it is a simple enough job to remove it entirely, so my intention is to do this when visiting the dealer for servicing anyway just to be sure. The software supplied with the JB4 allows you to interrogate the ECU via the USB connection, and read any fault codes that are raised. I have not seen any as yet.
Not sure what you mean by MOT test closing in, as the car will be in stock mode when it goes in for a test, so emissions will be entirely as per OEM specs. Am I missing something?
Regarding torque safety limits, there are a number of people running much higher levels of boost than the standard map I am using with meth and nox injection etc. and they seem to be running OK, so I am not too worried. I think there is a good margin of safety built in by BMW, and my car is still operating within the limits of the engine and gearbox.
Anyway, I will update when I get the exhaust installed, and hopefully get some sounds recorded before and after if I can get organised in time.