2006 BMW 325 Intermittent temp light

CAr has no problem, when starting and running from cold. I can drive 25 miles on freeway to work - 8 hours at work abd drive 25 miles home. I stop at the gym or store for less than 1 hour. Car starts with no problem, within 1/2 a mile, temp light comes on yellow at first and quickly goes to red. All I need to do is pull over turn off the engine, as soon as the fan goes off. I can start car and everything is normal again. Brought it to mechanic. 1) radiator service 2) radiator hose replaced (since I had proble with low coolant the same time this started happening) Peoblem persisted: this was a week ago. Today thermostat was replaced: problem happened again.
My mechanic is stomped. Any ideas? According to him, there are no error messages.