I'd be interested to know how BMW manufactures those screws. The patterns in the metal in the image suggest the entire hole was drilled out? The deepest part has circular marks inside that looks like the marks left by a facing tool on a lathe or similar. Then I guess the two wedges were inserted and the whole screw faced?
Unlike all the other guesses here, I actually do have experience with manufacturing specialty aerospace fasteners similar in size, shape, complexity, and precision as these. These are most assuredly being manufactured on a specialty tool called a “Swissing Lathe”, or Swiss CNC machine, because that is the machine you always use to make parts like this. It is a multi-headed turret mill combined with a lathe that can continuously feed a piece of long bar stock and continually spit out fasteners. They were invented many years ago to produce extremely high precision small screws for watches, and in fact Citizen is one of the main vendors of these tools to this day. Based on my experience I would expect the cycle time for making this part to be 30 seconds or so.
Here’s a good video that eli5’s the difference between a Swiss screw machine and conventional CNC.
https://youtu.be/y3y0tATB0lg?si=pkYDT3BV0-6C-aq5
And here’s a video with a high quality soundtrack that shows how the machine combines automatic lathe cuts, mill cuts, and thread rolling without changing machines, swapping cutters, or re-fixturing the work.
https://youtu.be/MPAK5I1HJAw?si=fnMmjDp6ydYSDbfH
And if you need some specialty fasteners made and have an unlimited budget I can reccomed these folks.
CNC Milled and suface brushed. I Think these screws are going to be used in some decorative Panels etc. Would be cost prohibitive to use these all over the Car.
For prototypes, almost certainly with a CNC lathe. For a large scale production, I would expect them to drop forge these...
I don't see any geometry that would be hard for casting or milling, it's slightly more expensive because you can't do it in one go, but you have to lift the toolhead if you mill.
The head was almost certainly milled out of a blank made on a lathe. Something like this: https://youtube.com/shorts/Yf-twqgWZQ8
The prototypes might be milled and/or produced via additive manufacturing (3D printing.) In production the heads are likely formed via stamping. Here's an old video I remember watching as a kid (Unfortunately quite pixelated) of the Robertson screw being manufactured which has a tapered square profile for the bit: https://www.youtube.com/watch?v=Td7GjAMAY7Y (The Acme School of Stuff was awesome for its time and still is.)