If the clutch hydraulics have ingested air, you will get something less than full actuation, which will give you the symptoms you describe with the transmission shifting. It will also get worse quickly. Look at the rear portion of the fluid reservoir. If the back partition is low that is likely your problem.
When you start it in gear, make sure the engine is warmed up, and then make sure you let the glow plugs glow again. If you can arrange to be aimed downhill it also helps, although I have done this on a fully warmed up car going uphill at an airport parking lot toll booth.
Good luck, Jim
1986 Euro 190E 2.3-16 (291,000 miles),
1998 E300D TurboDiesel, 231,000 miles -purchased with 45,000,
1988 300E 5-speed 252,000 miles,
1983 240D 4-speed, purchased w/136,000, now with 222,000 miles.
2009 ML320CDI Bluetec, 89,000 miles
1971 220D (250,000 miles plus, sold to father-in-law),
1975 240D (245,000 miles - died of body rot),
1991 350SD (176,560 miles, weakest Benz I have owned),
1999 C230 Sport (45,400 miles),
1982 240D (321,000 miles, put to sleep)