Thanks all for the infos, here is an update, but the job is not finished yet...
So 1.5 months ago, I had a problem with my car and now I'm in the process of removing the cyl. head to get the valve job done in a machine shop. It is in storage for the winter so I do it myself during weekend when I have time to work on it.
I tried this to test if it is the exhaust valves that are stuck open or broken: I have an issue on the cyl. 6. with no compression at all. After removing the cyl. head cover and fan clutch, I turned the engine to see the cams and hydraulic cam followers and they looked fine. Then I set piston #6 at the highest position with cam lobes pointing up, which close the valves. I added injector cleaner liquid in the spark plug hole with a funnel and I saw the liquid free flowing down. I did the same test with cyl. no. 2 and the liquid was staying inside for a few minutes. I heard the liquid going down the exhaust when pourring it in the cyl. 6. When I remove the intake manifold there was no injector cleaner in there, only a little bit of oil.
Next step will be to remove the exhaust manifold, set the engine at tdc, remove the vanos then cyl. head. and bring it to a shop for the valve job and get the head cleaned. I know I have to buy the gasket set, head bolt set, exhaust manifold bolts and nuts etc. I heard/read that exhaust manifold nuts are very tough to remove, I'll see how hard it is soon. If anyone has tricks and infos please let me know! Thanks
1993 (build 93/05) 525i automatic M50TU (vanos) 263K miles (ca. 423000 km) in Montreal, Canada (bought the car 9 years ago in San Diego, CA)