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When the Gearbox fault warning message comes on the transmission control module will limit the vehicle to a fixed fourth gear and store a fault code. I see issues with the software reprogramming for this gearbox fault warning. We would need to see what the fault codes are. A Jag service tool will be needed to read the codes in the transmission control module but since the yellow engine light came on there should also be codes in the ECM. If the dealer did not give you the code number you should try your local pepboys or autozone as they will usually scan for codes at no charge. They will only be able to communicate with the engine control module but sometimes the code is stored in both the ECM and TCM. It also may not necessarily be a transmission problem but can be an electronic throttle problem. It also can be caused by low fluid level but since there is no dipstick a dealer or shop will need to check the fluid level.