First please don't type in all CAPS as that is considered yelling and rude.
The RPMs and the gears grinding are and are not related.
You probably just don't notice it at lower RPM's because it's less violent and has less force.
If you can get it in gear and it stays in gear and moves fine when in gear it's not a transmission issue.
It is a clutch adjustment issue, the clutch is dragging and at high RPM's it's trying to spin the transmission and at lower RPMS it's less force thus less noticeable.
Now for the High RPM's.
Three most likely causes:
Bad or worn injectors, as they heat up the springs get week and they push more fuel easier.
New injectors would not be a bad starting point, it's certainly not going to hurt it.
Damaged or worn injection pump, either get a new pump or have yours rebuilt.
It's not a rack issue because you can start and stop the tractor normally, if the rack was stickling it wouldn't shut down or start properly.
It's not something you're going to be able to do without the proper tolerance measuring and test equipment.
The last cause is the governor might be damaged, and let me stress this that is very very rare on a Kubota, they just don't fail.
The governor is not a simple spring to be removed, it's much more complicated than that, and to get to it it's requires removing the whole front of the engine.
With you being all the way over in Greece, help all of us help you out, make a video of it doing what it's doing, 2 part, cold operation and warm operation, show the throttle linkage being moved (at the motor side) in both cold and warm.
Post the video on You Tube and then give us a link to see it.
I've done this before it helps tremendously.