Advice / Experience required... Front diff change.

[j9mm0]

After my X5 (3.0d 2005) broke down last week with a destroyed front diff, I decided to purchase a new one from BMW to be fitted by my usual garage (Total cost £1660).
I now have another issue.
When the steering is at full lock and I move either forwards or reverse there is a rumble/juddering... only in full lock...otherwise it drives fine.
My garage says it may be the transfer box but thought I'd check here for advice / solutions and to see if anyone else has had the same issue?
I didn't have this before the diff gave in and my usual garage has rechecked the diff oil the day after.
Thanks.