Yes a lot of race teams use a diff oil cooler and pump set-up, not sure about the gearbox but im sure you could use the same sort of system, It would be as simple as finding an outlet & inlet for the box and having a elec oil pump to circulate the oil through your desired cooler, there are slim line coolers available for small areas like undernieth the car, not sure if you would need a resoviour or not.
I wouldnt bother with it on the road, what car is this for? what problems does he have if he feels this is the solution?
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