I would get underneath the car and have a poke around, check for anything obvious like G/box oil leaks. Then I'd check the G/box oil (this is not a case of just checking the dipstick). I'd drain out the existing G/box oil, and check the contents of the oil for any metal filings or obvious damage. I also think the drain plug is magnetic on one side, so check that for any bits of swarf which would be a sign of damage inside the box. Also look at the oil itself and see what colour it is. IIRC it should be bright red. Then put some fresh oil in there. To check the level, get the car up to operating temperature, then, with your foot on the brake, go through reverse, drive, 2,1. Then back up through to park again. It may take a while to select some gears while the oil works its way around the box, then after 3 to 4 cycles, with the engine still running and the G/box in N, get out and check the oil level on the dipstick.
After you've got some new oil in there, see how things go.