Go to any auto parts store and get a scan and see what the codes are for the CEL. If it gives you have a "bank too lean" code it is more than likely your Intake Manifold Gasket and not one of the O2 sensors. Which is a good thing, because the sensors cost about $100 a piece, and the gasket is only about $40. It is a lot easier to change the gasket than the sensors, so go that route first, then try the sensors. You may also want to change your PCV $5 and clean out your EGR. That should take care of that code, if not, then go for the sensors.
No dash light for your transmission more than likely means an internal problem with your transmission, so I would suggest taking it to a shop and have them drop your pan, as there is no dipstick for the transmission, and check the condition of the fluid, the fluid level, and to check if there are large amounts of metal in your transmission. If there is not a lot of debris in your transmission then a flush should correct your transmission problems. The 4L30E transmission in the Trooper is a very solid unit and should last 200K or more before failing. If that does not correct the problem then it could be a bad solenoid or relay. I know after performing a flush the range sensor needs to be cleaned or you will have some of the same problems that you have just described. I hope some of this helps and you get your problems corrected with out too much cost. I know that the 4L30E transmission in the Trooper is a very expensive unit to have rebuilt.
That reminds me, I have to have my transmission serviced.
