My '81 300sd... Should she stay or should she go now?

[Kenzimurmaid]

I just purchased this '81 gold mercedes benz 300sd turbo diesel. I love it, it's got style and I'd like to think I can depend on it. Love that it runs on biodiesel. Not fond of the gas mileage because my last car was a '90 Honda civic dx hatch and I'm not thrilled with the mpg difference! Used to getting 35 now getting 25-28 at best.

I just put $950 if work into her, picked her up for $1500.
Replaced inject/nozzle return lines
Replaced cover gasket
Replaced drive belts
Replaced fuel filters
Replaced fuel primer pump
Replaced air filter housing mounts and mounting bracket
Replaced air filter
Replaced rear brake hoses
Replaced rear brake lines
Replaced fuel return lines
Replaced 5th injector plug
Replaced all 5 glow plugs
Full tune up

My problem now is that it sometimes has problems shifting into drive and one time it shifted out if drive in to neutral when I was already going about 35mph so I had to come to a stop and reshift.
I'm curious if this is a sign of a bad tranny needing replacement soon?
Also the left rear window occasionally won't roll up.
What did I get myself in to?
Also, what could I do to increase mpg?
Would it be really expensive to lube the sunroof in to working order?
I'm a 25 year old female and although I have a good job I'm not in any way made of money.
Thoughts?
Much appreciated!!