Hmm... I'm not 100% sure about changing up, but I think it doesn't when you're in M mode. However, it does change down for you, which can be handy if you pull up at a roundabout and forget you're in M, but it can also be annoying because if you brake coming into a roundabout for example, the 'box might drop down a gear for you at the same time as you push the paddle to change down, and you end up dropping down 2 gears and losing count of where you are. Maybe I need to practise more, but I couldn't really get the hang of it, and now I only use M mode when I'm on fast straight roads - I find DS is best for tricky junctions, roundabouts, overtaking etc., and it does a pretty good job.
2015 F32 430d M Sport with M Sport Plus and Pro Media packs - No mods yet
Previous BMWs: 2012 F10 520d M Sport, 2009 E92 320d M Sport, 2006 E92 335d, 2004 E60 530d, 2000 E39 525d, 1997 E39 523i