I have worked in a heavy equipment garage in H.S., and at Land Rover for 2 years after that. I have done many transfer/differential/transmission fluid changes. The filing/shaving are perfectly normal, and should not be a cause for concern. Be more concerned if there is anything bigger than than a fingernail clipping. The "dark" and "burnt" smell are also perfectly normal. Gear/diff fluid stinks when it's new. let alone after 50K+ miles. Differentials, Transmissions, and Transfer cases get really hot when in operation and do not have any real way of cooling down like and engine or transmission. The different fluid required for the locking differentials is due to the clutch packs in the "lockers". They require a light(er) weight oil when compared to the open differentials in the non-HD package, and also more detergent or cleaning agents.
Atlatic British has the entire service kit (fluids, and drain/fill plugs) for $150.00. Even with shipping that is a deal over the dealers
Also on a bit of a side note, used oil in the diffs, transfer case, and transmission also help maintain even wear. The filings, and used oil help to take up tolerances, and prolong the life of the part. This is only to an extent, as eventually the lubricating and cooling properties are reduced beyond a useful point and do more harm than good. This interval is also referred to as the service interval. The service interval for anything oil, coolants, or other fluids have increased over the years due to advanced technology (and the need to lower ownership cost) with additives, and various detergents that help extend the properties of the original fluid. This is also why you have so many aftermarket options for fluids. These aftermarket companies typically add more of these detergents and additives than the cheaper (in most cases) OEM options. My DIY oil change cost me $65.00. $40.00 of which is the S.O. filter at NAPA. The rest is using Royal Purple Synthetic oil that exceeds the OEM specification. Typically you get what you pay for except when going to the dealer for fluids. If you review Atlantic British's website you will see both the OEM fluid, and an "OEM" option in MOST cases. Typically this is the OEM supplier in it's own packaging, so you are not paying for the LR branding.
Shop smart, do some research, and save yourself some money. When in doubt ask your local service department. Land Rover of Scarborough is great in this aspect. They know I will rarely bring my vehicle to them, since it is out of warranty, but they still are willing to help with advice and points of emphasis when I ask them. To them it's not always about the bottom line, but also keeping loyal customers.