2003 Mitsubishi Shogun stalls when in drive or reverse

Could be something simple like fuel filter needing replaced but also other possible bigger causes like diesel pump , trans sensor for example , If not fuel filter you might be better to get a diagnostic scan to check for codes .

Replaced fuel filter still does it. Drives fine when it’s cold but stalls when it’s warm if that helps anymore

Too many possibilities and would only be guessing . Here is an example ,

https://www.justanswer.co.uk/mitsubishi/9ob6l-ive-just-bought-2004-shogun-3-2-did-wont-idle-when.html

Thanks will take a read