Welcome to the forum, Pete.
Unfortunately the road tax is being hiked for cars with higher CO2 emissions for vehicles first used ater 2001, and yours (just) fits this category. Although £400 sounds like a lot of money have a think about your total motoring costs, particularly fuel, and it doesn't actually make a huge difference. It has brought the value of these cars down, however, so on balance it's probably best to keep it than to give it away.
Regarding the oil leak, check near the oil filter where the oil cooler lines attach to the block. It could be that they are loose following the oil cooler replacement.
Any automatic gearbox fault should be taken seriously and the car not driven with a box that's misbehaving for fear of doing more damage. First call is to check the fluid level, and at the mileage you have I would suggest changing the fluid and filter as it will be getting rather tired after 120k.
LPG conversions are a good option. Several of us have done this, myself included, and I'm very pleased with the results. My 3.2 Auto saloon is currently costing me 12p a mile in fuel.

Anyway, there's plenty of information on the above on here so have a search, and if you have any further questions feel free to ask.
Kevin