OK, after more driving I finally decided to take a look at my sensors. Sure enough, the front sensor arm has been severed. These sensors sit above the suspension arm and the little senor linkage connects to the suspension wishbone. On my MINI (US Spec) you can turn the wheels hard right and look behind the front left wheel to see the sensor. The linkage is held on by a 10mm bolt on the suspension wishbone and connected to the sensor mounted above.
The sensor still works so I hope to order just the linkage but I may have to buy the assembly.
One of the things that I wanted to post up is that the linkage "could" pop off on the wishbone side (it is a little ball socket connector) which means that you could really fix this yourself. So, if you have headlights that are pointing down check your sensors. There is one front left and back right.