I would never ever modify an NA to turbo… It is as you say problems with the transmission, and the engine itself is not as strong as many other engines… It functions fine in stock form, but they dont take to well to being modified, or atleast not if you want them to last in the long run…
Also putting turbo on a NA involves alot of work besides just bolting on the turbo…
I would much rather enjoy the car you have and be on the lookout for another VR4 if you are based in UK as it looks like the prices there still are way lower then in other countries.