Appreciate any help/guidance,

Got a Protege 2001 LX2.0, with a Loud Relay Noise Coming from Transmission During Shift. Don't recall hearing it before,
but I start noticing it right before the car stalled as I exited the highway. I tried a couple of times and the car re-started. But the driving was shaky.
Before the car stall it seemed to shift gears abruptly 4 times to a lower gear at about 60M/hr and the RPMs went up briefly to 3.5k. It did it three times more when I reduced speed to 40 Mi/hr. Not sure if the abrupt change in gears was due to a transmission issue or a lost of power in the engine. I was told it could be transmission or fuel pump related. After leting the car cool for an hour I drove at 35Mi/hr for about 25Mi and it happen again but only once when I try to briefly accelerate. The noise coming from the transmission, which sounds like a slightly lousy electric relay is what makes me think it could be a transmission issue more than a fuel pump problem.

Have a great day, and please advice if you have any insight.
Thanks,
-Jose