I think your dealer is being legit... See here for an explanation...
The destination fee is charged by BMW and is not included in the invoice price nor the MSRP price.
The MACO fee is also not negotiable if your dealership participates in the regional marketing program. There is also a $200 dealer training fee that is included in the MSRP price but is separately itemized on the invoice.
The $275 conveyance fee is pure profit for the dealer... it is helpful to know this before your negotiate a "price above invoice" because even if you negotiate $0 above invoice, they will still hit you with that charge on the final bill-of-sale. Most dealers pre-print this on their bill-of-sale and refuse to negotiate it. As you can see from the above article at Edmunds, some states regulate this fee (in NY it is caped at $75) to try and even the playing field for consumers.
CT state fees... the $175 is probably an estimate. After the car is registered your *should* receive a refund if the actual charges by the state turn out to be less.
If you are going to negotiate a "$$$ above invoice" rather than a discount from MSRP then it is incumbent upon you to be aware of all these charges. For example, when I negotiated with my local CT dealership I made sure that they knew that I knew that their $499 conveyance fee did not compare well with the NY state dealer 20 miles away that was caped at $75. That when I compared prices I would add $500 to their offer when comparing.