p38 auto gearbox

ive never driven a 4x4 auto before so at first i didnt worry about the high revs on take off just thought it was the weight of the car on pulling my caravan for the fist time i then new it wasnt right the problem i think is its sticking in 3rd gear there is no warning lights gear changes are smooth and when its cold the gears work fine ive changed the oil and filter as well as removing the cooler and draining it any ideas this car has cost me a fortune.

what was old oil like ,blackish ,burnt smell ,metallic sheen ,browny red,,can you select 1,m2,3,then drive to change to 4th