I would start by checking to see if there are error codes. There are so many potential causes you will likely spend a lot of $$$$ throwing parts at it if you don't. Checking for codes would help narrow the possibilities if any are present.

When you go from neutral or park to any gear there is more load on the engine, transmission, torque convertor, even the suspension. That's the reason there are so many potential causes. Troubleshoot, troubleshoot!

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X5 4.6 2002 Black Sap, Black interior. 2013 X5M Melbourne Red, Bamboo interior
Dallas