same thing is happening with my old 7 series (100k+ miles)...it could be the trans, exact same happens so maybe u shouold get it checked out

same things happen to me ..dips from 5th to 4th (only from 5th to 4th) and around 2500rpms as if the car could pass that rpm limit and needed to dip to get some acceleration then comes back to 5th when idle... sometimes with a loud bannng that shakes the car .
got new tranny so thats not it
the guy with an answer to this will b my hero

i have heard it can be the transfer box or torque converter

I started to feel the same problem recently ... I also have that little shake sometimes

Guys, any ideas/solutions?

sorry the dip happens exactly at 3500rpms (mentionned 2500 earlier) with a shake sometimes
got new tranny so its not that. will check the transfer box