PS - opps I note you have an 04 not 05/06 so. Issue 1 comment are fine assuming you have an automatic transmission as it appears you do. Issue 2 comment same for any year. Issue 3 comment would apply if the 04 has the same motor mounts as the 05/06 but I don't know about the heat shield - if the mounts are different between those years I'll defer to others.
Issue 1 - classic tranny fluid drain back problem. See my post toward the bottom of
viewtopic.php?f=5&t=65985&p=725891&hilit=transmission#p725891 for temporary (has worked for me for like 14K miles) and the rest of the chat for longer term solution.
Issue 2 - most like cause is any of host of possibly weak OEM original hose clamps. Get a bottle of UV coolant dye and a UV light; pour dye in firewall coolant tank; drive for a few days; look for leak with UV light. There are lots of places where you can invisibly loose coolant as it evaporates immediately so no water on ground. Worst case leaky head gasket; location requires chemical tests for coolant in oil/combustion gas in coolant but I'd do the UV test first.
Issue 3-see
http://www.greendieselengineering.com/f ... t/115.page for diagnosis suggestions and tips on replacement. Note - mounts on both sides are identical except for the movable heat shield so save $10 or so and order 2 of the cheaper ones (driver's side IIRC) and swap the old heat shield to the new mount.