Im part of the way through doing my Z4 which was salvage, the headlighs are like hens teeth and I needed facelift too. None of the above breakers have Z4's in at the minute regardless of whats on their website. Your best bet is this guy, he only started breaking it around a week ago and he is the most recent as I enquired about part of the wiring loom.
http://www.ebay.co.uk/itm/2004-04-BMW-Z4-2-5I-SE-BREAKING-all-parts-available-07581392255-/331225031786?pt=UK_CarsParts_Vehicles_CarParts_SM&hash=item4d1e8ce46a