If this were a production run of a few dozen super high grade aerospace donkey dicks with five shoulders and four pockets, an oil channel, a precisely engineered break point and a 12-step heat treat process I'd say yeah, make it on your Swiss lathe with live tooling or bajillion axis VMC or whatever.
But this looks to be a simple small, probably cosmetic or otherwise low-ish strength stainless or chromed fastener that BMW probably wants a few hundred thousand of. You'll be time, money, labor, frustration, managerial nitpicking, just about everything, ahead to just have the fastener industry and their existing expertise make it for you. The "bespoke" drive, the custom branding, those are all known-knowns to those guys. They'll whip up tooling for their screw machines and fill the same bucket in 1/20th of the time.
https://www.youtube.com/watch?v=WJvQZko8uiU
Edit: replaced video link with better one. Obviously there's fiddle fucking around they're not showing and they're mix and matching footage of different products but the speed things move once you've got it all set up is broadly accurate. A whole bunch of these steps would be skipped or altered for a stainless fastener.
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.
What's expensive here is milling this screw head at all, and in particular the surface finish.
This is probably just a prototype for shows, though. At scale, screws heads are usually cold-formed, and this design would work for that, too. If you circular brush the head in the end, you'd get pretty close to this, even if you wouldn't get the finish in the pockets. But that doesn't make much sense there anyway, it'd get damaged by the fastening tool.
Mind this is a screw for a press release macro photo. I doubt they're going to put the same effort into making them at scale.