Ok, first of all, the gearbox rad should have NO electric fan. Its cooled by ram air only so it looks almost like someone has had problems and tried to throw something toghether as a fix.
The sensor is located on the rad from looking at RAVE (well it is on the V8 models, it doesnt say about the diesel models but if it was different I would of assumed it would say). You should grab yourself a copy of RAVE and look through the info in there for help. Get that from
here.
According to the electronic troubleshooting manual that comes with RAVE the sensor connects to the wiring harness via connector C164 which is that connector you see if you open the bonnet and look on the side of the rad behind the power steering pump reservoir...
and to show the entire circuit...
If the gearbox temp exceeds the acceptable temp (according to RAVE - 120-130*C) then the temp switch is earthed and the overheat message flashes up. This message clears when the fluid temp returns to between 82 and 88*C.
So, if it was me, I would follow the wires from the connector down to the rad and check the sensor is located and attached properly. Check the wiring to the sensor for any nicks or damage which could cause it to short out on something. If all appears fine I would honestly try the infrared temp gun thing to try and verify whether there is any overheating present or not. I used one to solve my engine overheating problems that I had recently. If it isnt electrical then I would seek the advice of a specialist s trying to diagnose something like this over the net without seeing teh vehicle is pretty difficult
Let us know how you get on or what you find...
-Wills