2005 325i Auto
I think you've hit the nail on the head...not filled correctly, driving it too hard too soon, wrong temp...these are things they tell you not to do, so why would we be surprised if things go bad when we do them.Transmission failed soon after ATF change isn't myth, unfortunately; however it can happen either when procedure performed incorrect way (underfuilling) or if car is driven aggressively right after oil change, so fresh ATF moves some sludge (if there was any) and it sticks in passways/sloenoids.
Safer way for transmissions with higher mileage would be ATF/filter change, rather than full flush, and such procedure repeated in a few hundred km, and maybe third time if you really want gearbox to get really fresh ATF. In this case sludge, if any, will we washed off/ dissolved gradually and it minimizes risk of solenoids/passways clogged. Higher mileage unserviced transmission has, higher the possibility of some trouble; yet, for instance, mine was opened first at 470 K km, for torque converter repair, and after that -oil partically changed (and, as I realized much later, underfilled) reached mileage of 618 k Km, at which it suddenly died - so your also probably gonna be fine.
Another thing is to strictly follow fill in procedure (temperature while filling) otherwise you get your transmission underfilled -guaranteed.
DIY is simple and gives you peace of mind as you know that everything is done correct way; you need to have a lift though, and car has to be horizontally leveled. Someone from this forum performed such procedure on jack stands though.
For procedure cost - there is long list of compatible ATF, with a price 5-10 USD per liter, so you do not have to use ZF lifeguard 5. Filter/ gasket replacement is mandatoty though.