Motor problem, Maybe?

[Espeefan]

Grease will naturally dirty up with time. I wouldn't worry about the front axle, unless it's not running smoothly, or quietly.

So it sounds like your motor is running just fine? Remove it from the transmission and run it with no load at all speeds. Chances are it's fine. I have never seen a brand new motor be bad out of the box.

For your transmission, double check your motor's pinion gear and the mesh. Make sure the set screw/grub screw that holds the pinion gear to the shaft is not hitting the teeth on the spur gear of the transmission. If your pinion and spur gears are not evenly lined up, the set screw is going to catch the edge of the spur gear's teeth and make some pretty nasty noises. Almost like a grinding. Double check that. If that is fine, move onto the transmission internals. Double check that you've properly seated the ball bearings/bushings inside the dogs which engage and select your gears. I've seen bearings not pressed in far enough in the dogs, and so the nubs that engage the gears don't make positive contact and they skip, making the truck act like it's not fully in gear. The dogs I am referring to are noted as parts J6, J7, and J8, in the manual, under the transmission assembly instructions.