One problem with the ODB2 cable is it's too thick and if the connector doesn't fit perfectly, the connector will work itself loose.
I bough an ODB2 extender cable that is flexible and I can work with the DS708 without having to disturb the ODB2 connection with the car.
Now I still have communication with the car. I've tested with Jeep, Toyota, and NISSAN and the connection to these cars never failed but with the BMW, it kept on failing.
I also discovered I need to run the AUTO SCAN right off the bat and then I can try to connect and look at the live data with each of the subsystem. However, even then, when the live data is being shown, I will drop out for no apparant reason. I had to repeatedly told the scanner to reread. So the result is the problems haven't gone away except that sometime I can read the data if I try to read it often enough. This is very frustrating.