When the car is in park and I press the gas, the car turns off and a knocking noise issues from the transmission area.
The problem you are having is fuel starving of the engine. You may have a clogged filter all the way to a defective injection pump. I recommend you have a diesel certified mechanic check the fuel injection system for problems with the fuel feed to the injection pump and check the tank pickup tube for blockage. If the fuel feed is ok and the filter is clean the the injection pump or injectors are at fault.
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