I would ask your dealer tech about this. IDK anything about the TR95, but sounds real similar to my old JD 7720---there was a pressure sensor on the transmission for lube pressure. The tranny had a lube pump built in that circulated oil to the bearings and gears (only worked in forward, not reverse!) The fact that you can disconnect this and the light goes out eliminates wiring problems, so you are left with either the sensor is bad, or the lube pump is not working. I wouldn't run it until you are sure the transmission is getting lube pressure.