I recently bought a used Pathfinder 2006 diesel 2.5DCI automatic transmission, I'm in Europe, I understand you guys in the US get a 4L engine, I wish we did too but I guess we care about the environment

Jokes aside, the problem I have is that when the car is in Auto or 4H on cold weather, while driving at speed, if I take my foot off the gas to brake, the engine dies instead of going back to idle rotations. It did not happen on 2H. It does seem to happen after about 10-15 mins of driving.
A bit of history that may help, it seems that the previous owner didn't take good care of the car and did not change the oil often enough, it's a German thing I understand, they seem to think their cars don't need oil changes

I changed the oil, had a turbine crack, all the oil went through the exhaust, reconditioned the turbine, new oil, new battery, new distribution, had to change de DPF as a result too. All fluids are ok now, didn't check the transmission oil, I plan to in a few weeks when my mechanic has time for me. No error codes BTW.
Any idea what might be wrong? Why it happens only in 4*4 modes? If not, still thank you for reading up to here
