My car shows AT oil temperature warning light on the dash board which later destroyed my gear box. We replaced the gear box but the gear is not functioning well at 3 although the selection is okay.
Define the word “new”. New does NOT mean a used unit from a salvage yard or eBay seller.
As for AT oil temp warning light there could be a number of reasons for that. Leaking fluid cooler, slipping clutches, aged trans fluid, etc, etc.
I don’t see the word “new.” The OP says he/she “replaced the gear box” presumably the transmission? But there are still unspecified problems in 3, which (again presumably) means when the selector is at 3. More and better information would be nice.
The RX400h is a hybrid vehicle with a CVT, no 3rd gear on the gear selector. 2006 was the first year for the RX400h, perhaps the OP has a RX330 and clicked the wrong vehicle in the scroll down.
The transmission cooler must be flushed before connection the cooler lines to the replacement transmission. Metal debris in the cooler can damage the replacement transmission.