Ah yes, the good ol A4LD... I had two 4.0 / A4LD Explorers and both transmissions were rebuilt multiple times...
I cant help you with specific parts lists, but I briefly looked into swapping one of mine to the M5OD, then started looking for a 5.0 donor, but sold them both before getting serious about it.
The first advice usually given is sell it and buy one that has a manual. Other than that I'd try to find one in a junkyard and pull everything you think you might need. But, you'll need at least transmission, clutch, flywheel, starter, pedal assembly, all linkages, and driveshafts. Possibly wiring harness and ecm.