Hey I'm a new x5 owner and I'm having the same problem as a lot of the people on here with the car clunking back into first when coming to a stop.

Last week I bought a 2005 e53 3.0d with 110,000ks on it. I done a bit of research in regards to which oil to use when carrying out the partial fluid change to try and solve the clunking problem. I found that the ZF 6HP26 gearbox that my car has should take the BMW recommended ZF Lifeguard 6.. I also found a few other suitable oils that can be used.

ZF Lifeguard 6 & 6 Plus - Shell M1375.4
('02 on 6 & 7 Series, '06 on 3, 5 Series and X5 with ZF 6 speed automatic BMW# 83 22 0 142 516, 83 22 0 144 137, 83 22 0 406 929, VW/AUDI # G 055 005, G 055 162 )

I found a Nulon oil that even had "suitable for ZF Lifeguard 6" on the bottle in the list (bottom right), so that filled me with confidence.

Full Synthetic Multi Vehicle Automatic Transmission Fluid- Nulon Australia

Removing the filling plug was a nightmare as it was filled in with some hard as .... resin and was smoothed level at the top of the Allen key hole as if it was like that from factory and made so it wasn't to be removed. After dropping a section of the exhaust to gain decent access to get at the resin I completed the oil change as previously posted on here..
The car now stops without a clunk if I come to a slow stop.. But the faster I come to a stop, the clunk is still there, although less severe.
I tried to get the car 100% level by using ramps and my sloped driveway but I'm sure it wouldn't have been perfect.. Do u think this might be the reason? Like maybe the oil level isn't perfect so when I apply the brakes harded and the car stops quicker, the oil that's in there shifts to one end and messes up the down shift since when I slow much steadier everything seems fine...