Hey Scott and welcome to Bimmersport and BMW ownership! ... it's good that you've moved to from the 320i 4-cylinder to a 525i 6-cylinder - MUCH better engine
Please don't get a band expander - instead get your radio properly recoded to NZ. Eurosurgeon can do this for around $150 from memory and nobody is stuffing around adding wires in the back of your expensive(!) computer/entertainment unit. Some idiot put a band expander into my 545i before i bought it and forgot to reattach the cooling fan and it died ; if i didn't have a MBI policy it would have been ~#2K. Eurosurgeon are Akld based but travel to Welly regularly.
@promo is local and also might be able to recode it too.
Nav is expensive to localise, does require additional hardware and the maps won't be super current either so think twice before doing it. Eurosurgeon can do that if you want too -but I'd stick with sorting the radio.
I recommend Auto38 in Newtown if you want a thorough check of your vehicle. https://www.auto38bmspecialist.com/
BTW - we have the local BMW community pub night this Thursday