I have a 2013 X3 xdrive m-sport with the torklift stealth hitch. Class III 3500lb and 350lb tongue weight. Invisible when not in use you'd never know I had a hitch. Took maybe an hour to install in my garage.
https://torkliftcentral.com/2013-201...ohitch-stealth
I use it to tow my jet ski and side by side. The jet ski with trailer is around 1000lb and I think I get 2mpg less, I don't even know it's there and neither does my gas tank.
My side by side (2018 Kawasaki Teryx 4) is 1600lb wet and my trailer (6x12 utility) is around 900lb. With gear, etc my total trailer weight is around 2800lb. Power and brake wise? No issue I bet I'll stil run 14s in the 1/4mi. Suspension wise? It needs a weight distribution hitch I don't feel comfortable trailering it without one.
4000+lb enclosed trailer? Hell no you'll fucking die there's no god damn way in hell I'd even attempt that with my X3, we'll be reading about your spectacular death in the news. 2800lb is already borderline too much on the suspension system I don't dare drive above 60mph for the safety of me and everyone around. Once I get a WD hitch that will help a little but that won't be enough to ever attempt to tow 4000+lb. The X3 is just a passenger car, if you wanna tow 4000+lb get a truck.