2006 X3 E83 3.0d auto

[e460rob]

Hope someone can offer some help, only had the car for a few weeks and love it but one thing has surfaced i want to get to the bottom of before warranty runs out. I have noticed that when cold the auto box is fine when cold but when warmed up it seems to have a strange characteristic. Engages 1st fine, moves into second fine but it seems to have a weird random jolt, its quite hard to describe but its like its changing gear but not. Only really noticed when travelling in 5-10mph traffic and i could hear clunking, once moved into 3rd its fine. Its really noticeable when hovering the throttle at between 5-10mph.

Now asking around some have sound it sounds like transfer box but what baffles me is surely it would clunk in all gears but it doesn't. I have no warning lights either.

Any help much appreciated