It's under the center wood console or the wood shifter surround as they call it.
Carefull remove the ashtray, and remove the fram behind the ashtray (held by two screws) and remove that metal frame.

Now carefull pull back on the wooden shifter surround taking care not to break a plastic pin at the back of the shifter surround.

It should be under there... if you can't locate which one it is just play with the hazards/turn signals and listen to the one that ticks and ticks.

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2008 BMW 335i Coupe