No, it's not the way it should shift.

If it's only doing it on a turn, I'm still suspicious of the level.

Maybe the dipstick is the wrong one?
Maybe the filter is plugging?

Your symptoms are still the classic indications of low fluid level.

Jim

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14 E250 BlueTEC black. 45k miles
95 E320 Cabriolet Emerald green 66k miles
94 E320 Cabriolet Emerald green 152k miles
85 300TD 4 spd man, euro bumpers and lights, 15" Pentas dark blue 274k miles