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I would ask for a buy back. It sounds like you vehicle has some serious realiabilty and safety issues ( corroded hybrid batteries are nothing to mess with as the gases can be very toxic and if they are being over charged and gassing, which will lead to corrosion, then they could burst! ) Most other Hybrid battery systems last for at least 10 years or 150,000 miles with out any issues. There is a 2001 Prius where I work that has over 140,000 and runs like new. The batteries are all original. No problems at all so far.
Your Sable wagon has a ground problem. When the shifter is in park, there is different gound path than when the shifter is in a forward gear. Most likely one of the main grounds for the devices ( radio, window switches, wipers ) has failed in some way and they are using the shifter as a ground. When you shift in to a gear, there is a less robust ground path and the devices stop working. A good electrical trouble shooting tech needs to trace some wiring. You can start by checking all the fuses on all the fuse panels. As crazy as this probelm sounds, it does happen. You should also look at all of your engine and chassis grounds to make sure they are properly connected and the ground cables are in proper working order. Did anyone do any work on your car recently? Maybe they accidentally forgot to reconnect a body, or engine ground.
The code P1406 is for a fault in the DPFE system. This is a very common problem with Ford EGR Systems. The DPFE or Delta Pressure Feedback EGR Sensor will go out of range. Did you mean that your DPFE is unplugged? It is important to make sure that all connectors and vacuum lines (2) are in good condition and properly connected. If they are, then it could be a bad DPFE sensor. I would go with a genuine Motorcraft Sensor because they are precisesly calibrated. Bring in the old one from your vehicle an have the parts guy take the number off of the DPFE itself to make sure that you get the proper and updated version. There are MotorCraft Dealers that are not Ford Dealers and you will get a better price for the same factory part.
I have had a few instances where the Power Train Computer went out on the V8 5.9 liter Durango. The main symptons were poor running, Check Engine Light codes and then dying. But when I checked the sensors for the codes they were OK, but the serial data that the computer produced was scrambled. You may need someone who can really read and discern the data stream on a scan tool to conclusively diagnose this problem. Changing parts for codes may not do the trick. ( as you have painfully discovered )
Does your Audi have dual or single stage Xenon Gas Headlights? I have seen a lot of intermittent problems with their Igniters recently which are very expensive (well over $600 plus labor). Is there any oil around your headlight area? Since you said it was the left Headlight, I have seen some Power Steering Over flow issues cause problems with the Headlignts on the Driver's side of the vehicle. Actually on Weds of this week I had one. Bulb replacement will not solve these issues. Also be VERY CARFUL when dealing with these types of Headlights. There are several thousand volts built up in the Igniters and it is recommended ( by Audi ) that you disconnect the negative battery terminal and wait at least 10 minutes before touching any of the Bulb contacts. You can be very seriously shocked.
Do you have a Check Engine Light on? How does your speedometer work and does it read correctly? Does it feel like your vehicle is only in 1 gear? It sounds like your tansmission has a fault code. Sometimes it is an input speed sensor. if there is a fault for this or other trans fault codes, the trans goes into a limp home mode with only 1 gear, kinda like windows 'safe' mode. I asked about your speedo b/c these vehicles tend to have output speed sensor codes which will effect the speedo. Is there some way you can get a scan of your trans and engine computer to see what codes there are?
This means that you have a transmission system code. You will need to have a scan of your transmission and power train to see what code or codes have been set. I would do this sooner rather than later before your Ford starts to exhibit functional problems with the transmission if it has not already. Just becasue your transmission has codes does not mean it is totally gone. It is just that many shops aren't really equipped ( skillwise ) to deal with the repair of the individual components so they recommend the 'catch all' overhaul routine. I have repaired hundreds of transmissions by replacing 1 solenoid, a part of a valve body, an input or output speed sensor, a temp sensor ( yes transmissions have dedicated coolant and oil temp sensors ). I have done this at major dealerships and independent shops. I have replaced Honda solenoids when the dealer recommended a $5000 overhaul, that completely repaired the problem. Many Techs and shops don't ( can't) troubleshoot down to the component level, but it can be done.
It sounds like you have a Charging System Problem, since the red Battery Light came on with the Check Engine Light. The Check Engine Light will come if there is a charging system issue, because this will effect the proper function of the emissions systems. Your car actually runs of the Alternator, not the Battery. A car like yours has about 40 Ecu's and the battery can not keep the proper system voltage at 14.1 volts. It can only go to about 12.7. This will cause very real running problems and even dying becuase of unstable Voltages in the the Power Train Management Systems.
This sounds like a serious oil leak problem, if the oil is in fact engine oil. It could be that the oil sender for the light/guage is leaking ( not an uncommon problem ) which would make the light go on with out there being any catastophic damage YET! I would tow your vehicle to a really good shop and have this problem completely resolved because you could ruin your engine (in a heartbeat) with a loss of oil and/or oil pressure.
I have found that after market power steering pumps do not perform properly on the Chrysler Vehicles. The pressure regulating valve bore machine work needs to be near perfect or there will be a loss of power assist at lower speeds. Did you use a factory pump?