"Vehicle was imported from the UK". That may explain why there was no mechanism to link your car to any recall? As far as can tell, recalls are country-specific and so there would be no provision for it to follow you from country to country.
But, having said that, I don't think the main recall for the car had anything to do with the oil filler cap - IIRC it related to the proximity of the fuel tank vent pipe to the HV cabling?
Unfortunately for you the conclusion from BMW doesn't really help you. The oil filler cap might have dropped off while the vehicle was in motion, or someone may have forgotten to refit it after the last service?
Fortunately it seems clear that the fire was not electrical, so you should be fully covered (though you have to question the value of comprehensive insurance for an EV that excludes electrical faults!).
I do not find the report believable.
The rex was in a fire for 9 minutes. Regardless of the cause of the fire, there was thermal runaway of the battery at some stage. there were repeated explosions during those 9 minutes, which I believe to be associated with each of the modules exploding. The grass of the other side of the road was burnt and the wheels melted. The car sat for 3 weeks on the side of the road. To say that a plastic cover could not be found after such fire, is... funny. Neither can be the the air intake manifold, the two child seats, my fire alarm testing kit, nor most of other belongings. However, I will say that the range extender was turned on from the very start of the journey, some 20-30 minutes before the fire started. If it was indeed the case that the oil cap was missing, the car would have gone on fire minutes after the oil change, not months after that.
The most fire debris was located at the back of the electric motor. And as can be seen in the photos, the insulation on the High Voltage cables is completely melted. Is BMW saying that the oil cap couldn't melt but the High Voltage cables insulation could?
Nevertheless, there were no warnings, faults, or anything else showing on dash.
I cannot seem to find an oil pressure sensor anywhere on the rex. I also cannot remember seeing a red oil warning light on dash. Which raises the question whether in the event of an oil leak, will others be as lucky as myself to manage to get out alive or should the I3 rex be recalled due to a design fault?