I suspect the OEM springs are causing most of your issues. My suspension mods are similar to yours, but I replaced the 2009 M Sport springs on my car with 2011 M Sport springs. There is a huge difference in the way they make the car feel since the 2011 springs are linear (at least in the rear) rather than progressive like the 2009 springs. I also have Koni Sports, which are adjustable, rather than the FSDs. I'm thinking that the FSDs don't work particularly well with the 2009 progressive springs.
If you don't want to spend a lot more money, I'd try replacing the 2009 springs with 2011+ M Sport springs first. I picked up a set of 2011 M Sport springs from a forum member who had installed an aftermarket suspension for $200 shipped. If that change by itself doesn't make the car feel better, I'd look next at M3 rear guide rods. Ultimately replaceing the FSDs with Koni Sports would make for a really nice setup with the 2011+ M Sport springs.
2009 BMW LeMans Blue 135i/Dinan Stage 2 tune/Alufelgen SF-71s/M3 suspension components/Koni Sport adjustable dampers/ETS FMIC/M3 paddle shifters/Alpina B3 TCU flash