back to the topic at hand.....
OP - I think before you call the dealership again with an "empty" threat (as they will perceive it), you first need to take the advice of others here..... call BMWNA and the dealership's group manager and take it above them before you get into a phone-tag game with them giving you the run-around.
And rather than making "threats" to them with legal action or bad publicity, just go ahead and do it. Call & email the news & radio stations in the local area and give them your story and tell them the dealership is not abiding by Ebay's selling contract, as obviously you can see they've done this before from their past feedbacks (and on BBB's website). It's more than enough ammo for a news station to consider the story and to follow up on it, as long as you present the situation to them in the right way. If you choose to do this, you do NOT tell the dealership that you've gone around them or they will consider that a threat of action and definitely not sell you the car.
The real-world situation is, unless you spend time & money for legal action (which is just paperwork & filings - we do this on a daily basis), and ignoring any "contracts" with Ebay or anything else, they don't & won't have to sell you anything and tell you to f-off if they so choose to, and you'll be left with nothing but the sour experience to tell others about. And if you think about it, the dealership may consider taking your 1 bad situation and ignoring it just to save a few thousand on the sale of the M3. It sucks but that's life.