Sounds like lack of turbo boost or a restricted exhaust. Trace the hoses from the intake manifold to the ALDA, the switchover valve on the firewall is often connected incorrectly or clogged internally. Manifold line goes to the bottom nipple. Middle nipple goes to the ALDA. Top nipple is open to atmosphere. Open up the downpipe and see if you suddenly have power, if the cat is clogged, it'll kill your performance, diesels need a free flowing exhaust.

The transmission issues are probably related to the lack of power. The transmission is tuned to shift with an expected power input, if the power isn't there, you get a late/rough shift. Fix the power problem before worrying about the trans.