I consulted Merex Germany, which is one of the decent Unimog parts supplier. I have been ordered parts from Merex since 2 years ago. About the transmission oil, my manual shows ExxonMobil Mobiltrans SHC50, for my U500. This trans oil has been opt out of market, so I took equivalent Mobiltrans SH50, however, this oil is definately not good for U500, after running only 1500miles, the gear shift gets problem. I topped off again the same oil, and again after 1500miles, the transmission gear shift got problem, so I consulted Merex, they recommended Castrol Z long life 75w80, said this is the proper one from the manual. I couldn't find it from the US market, so I use Redline 75w80 instead, so far, it feels perfectly nice.
For the differentials and portal axles, I use Mobil Delvac synthetic gear oil 75w90, after ten thousand miles, it looks good.