This is similar to the problem i had with my autobox. When you dropped the pan for your filter change did you notice any metal shavings or chunks in the pan and what colour was the original fluid? 1 - If the fluid was smelling burnt and a lot of metal fragments in the pan you're K1,K2 and K3 clutches will need inspected this means taken the box out and a tear down. "1st - 3rd gear clutch (K1)" Reverse clutch (K2) "3rd/4th gear clutch (K3)" Reverse gear brake (B1) 2nd/4th gear brake (B2) 2 - the valve body is also worth a check this may have leaky valve bores and or malfunctioning solenoids. If you have good wrench time tear down the box and order a master overhaul kit for the box if needed cheaper to import the parts from USA than to order from the UK that's including the cost of parts, shipping, VAT and Duty. If it is the valve body either get a replacement or get it upgraded