one way to fully change the oil would be to rig something at the oil cooler such that all oil going to cooler empties out to a waste container and rig a feed pipe to the exit side to a large drum of fresh oil. Run until clean fresh oil is going to the waste container and that'll hopefully flush whats in the torque converter. Then back flush the cooler until clear. This will use a lot of oil though and you need to be careful not to run the box out of oil in the process.
Not sure how accessible any in-box filters would be, possibly drop the gearbox sump if there is one after draining, then re-fill before starting the above process. Otherwise 2 or 3 changes with some running in between to circulate the fresh oil, will get most of it changed and is a reasonable/easier option.
As to the gearbox light on the dash, as stated you need to connect a code reader to determine and reset.
Is the city/sport & ice button set connected (under the panel round the shift lever)?
Not sure it'd drive if not, never tried that.
Looks like you also have the engine ECU and handbrakebrake on (or low brake fluid) lights on?