Sounds like the solenoids to me, just need a few more details.
When in tiptronic mode does it display the gear still, but just doesn't change?
Also when the solenoids go, the check engine light doesn't come on, just the A/T light.
The check engine light is probably from the pressure cleaning, check the sensor attached to the traction control servo on the intake manifold, if the plug has moisture inside it will trigger the check engine light.
The very worst situation is you've got solenoids that have died in combination with the coil packs, which is very likely on the R34's