Have heard of that a few times could be sticky solenoids, sensor or something simple, generally not serious but will probably need the gearbox pan removing. Hopefully should get it sorted for under £1500.
I don't know anything technical about R35's but an amber warning light isn't as bad as a red one! It does sound like a dodgy sensor or something. The fact it let you select gears suggests to me that there was something amiss with the auto mode.
I hope it's a cheap / easy fix mate.