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It sounds as though you have low gearbox fluid level.
As transmission fluid warms up, it expands, and as it does so the level sensor will sense that the level is above the minimum instead of below as it is when cold.
You need to check underneath for leaks in the transmission, if none are found, then check the level, this needs to be done from underneath, and level, so it is probably a good idea to get a garage to do this.
If you keep using it like this, you could end up with loss of drive an possibly gearbox damage.
If you want to do it yourself, then below is the diagram of how to check it.
Hope this helps, if you need more assistance, please let me know.