2002's trucks are notorious for hanging 2nd gear and about 98% of the time we can resolve those issues with modified tuning strategies. There are occasions however, where an upgraded valve body might be the ticket to eliminating the remainder of the shifting issues. In any event, a shift that goes "BANG" is NOT good and will ultimately cause further transmission problems. Until this is resolved (either via tuning adjustment or trans modification) I'd strongly recommend not running that particular program.
As for the oil leak? Tough to say. One thing to keep in mind is that all performance programs raise Injection Control Pressure (ICP) anywhere from 200 to 800 PSI. If there are any deficiencies in you High Pressure Oil system, the additional pressure will certainly make them more apparent.
I'd normally recommend pressure washing the engine, but without any knowledge of the condition of the wiring, gaskets or air filter setup, I'd be hesitant to recommend this as we don't want to introduce water into any critical areas. In any event, a good engine cleaning is in order to begin locating the leak, even if it's just the simple green/garden-hose variety. One thing to certainly check for is a leak at the turbo pedestal. They are NOTORIOUS for developing leaks and have been replaced on TSBs for who knows how long.
Hope this helps.