I put a converter lockup switch on my 1996 F250 diesel. I only use it when I'm in the mountains and using an exhaust brake while towing a travel trailer. I don't purposely leave the switch on / converter locked during gear changes because of the possibility of transmission damage due to hard shifting. I don't know if the transmission would actually be damaged, but it isn't worth the chance, IMHO. The hard shifts have to be putting more strain on something somewhere.
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