Not at all the only 4×4 varient in GR series is 1 gr from Prado, surf, Tacoma etc.
The only gear box for a decent gr from Prado or surf costs around 6.5 lack minimum and any other alteration like gr with Mitsubishi gear is a engine and transmission killer as the stock gr ecu has a different shift and solenoids configuration then Mitsubishi old v6 the whole project will end up badly.
The person recomending you this is an .........
Plus there is another point on this swap you need better fuel economy the gr or VZ cannot achieve this good economy in your pajero then it's own designed vehicle Prado etc.
Old v6 are fuel gulpy but the fuel thirsty comes with lots and lots of torque.
If you are aiming toward economy plus 4×4 facility lean toward diesels but remember they have their own cons and pros.
Where as this v6 which you have currently is a power machine.
For heat up reason try to find a good swap and go for the stock engine either compromise on torque and high speed cruises and go with another type of SUV or stick to it and find a good engine and drive with dignity.
