Update on this post.
I have now got this problem fixed. I basically did what I mentioned that I was going to do.
As far as changing the transmission oil first to see if it fixes the problem, I agree with that, if that fixes it, why go further?
The situation with my car is that the car was making noises from the rear end, that I needed fixed, I guess that one of the problems being at the rear end would suggest that the transmission oil is probably not the only problem.
I researched more and more about transfer clutches and valve assemblies (and solenoids) over the winter months. I was at work thinking about what I was going to do, and when I was going to do it, all through the winter months.
I figured out roughly what parts I was going to need, through threads like:
http://www.ultimatesubaru.org/forum/topic/72866-4eat-duty-c-solenoid-clutch-pack-replacement/
and:
http://www.subaruforester.org/vbulletin/f89/rear-differential-install-127805/
I then went about matching the parts to the numbers that would suit my car.
I think that a lot of Subaru parts have the same name, with different numbers for different models.
I decided that the transfer clutch plate set definitely needed replacing, and got what I thought was the correct valve assembly for my vehicle. (plus transmission case gasket, oil seal, drive plate 3, etc. (and an automatic transmission filter).
I chose to replace the rear differential bearings (left and right), and rear differential pinion bearings (front, rear), I also got the relevant side seals, differential gasket, oil seal, o rings, etc.
I also got rear wheel bearings, and rear differential support bushings. I tried to ensure that I had the correct parts to seriously improve my vehicle.
(I imported the car myself from Japan (online) and there was no way I was going to all that trouble for the car to have the problems listed on this website, and to not get them fixed).
I had trouble getting parts in the U.K. from Subaru, and had to import a lot of the parts myself from overseas, Japan, U.S.A., Germany.
Subaru Impreza WRX Automatic's were never officially sold in the U.K. and most if not all of them are personal (or grey imports). There are many places selling Subaru aftermarket parts, but not many for Automatics in the U.K.
The foreign exchange rates this winter weren't great (all time lows?), and I made real efforts to get what I needed without overdoing it.
I basically, got one of the best transmission specialists for classic and sports cars in the U.K. to fit what I had.
They removed the rear differential, and rebuilt it with the new bearings.
They removed the transfer case and rebuilt it with the new plate set transfer clutch.
They changed the transmission oil and automatic transmission filter.
I got what I wanted, I worked for it, got the parts, had the specialist fit them, and the car drives exactly how I had hoped.
I had the car, I had the motivation, I got it done, and I am pleased. It took months of research, and hours and hours of working out and planning.
I don't think that the problem was actually the valve assembly transfer clutch, but with the rest of the work I am pleased.
I went to a Japanese Car Festival, and one thing you realise is that these guys spent a lot of money on their cars, so if there is work you want done on your car, it's going to cost you. Another motivation is starting a thread on a forum like this, stating you will update the thread when it is fixed, which is also a motivation.
I'm happy.