The layer at which a protocol operates is not defined by the nature of the data the protocol is used to communicate. With BGP, the protocol itself is used for layer3 route information exchange. however it's operation is over TCP which makes the BGP protocol (as oppose to process) an application layer protocol.
What is an application layer protocol?
The application layer is a layer in the Open Systems Interconnection (OSI) seven-layer model and in the TCP/IP protocol suite. It consists of protocols that focus on process-to-process communication across an IP network and provides a firm communication interface and end-user services.
Which layer protocol is HTTP?
HTTP is an application layer protocol designed within the framework of the Internet protocol suite. Its definition presumes an underlying and reliable transport layer protocol, and Transmission Control Protocol (TCP) is commonly used.