Thanks for the thoughtful comments, Brian. This is something that at least seems to have come up pretty much all of a sudden. I certainly didn't think I had any reason to expect it. There were no noises or other indications that there was anything going wrong that I noticed. There are other reasons to do work on the tranny I'll get to later. I might have said that I was able to get it to stay in 5th if I drove very slowly (maybe 1500 rpm on level ground). When I increased the speed a little, it popped out again.
I think your idea to watch it shift is a good one. The linkage is pretty simple and has been working pretty well (up to now, if that's the problem). There is a linkage from the shift lever that goes to a rectangular/bell crank sort of thing similar to early Europa 4 speeds. From there, there is a link with a rod end at the end that attaches to an arm on a selector shaft. The shaft moves right or left in neutral, turns forward for reverse, 2nd, and 4th, back for 1st, 3rd, and 5th. Getting in reverse is a minor challenge and feels like it might be better to shorten (and thus turn the selector shaft further) the linkage, but it has never actually been a problem so I never bothered. Of course, shortening the linkage would make the travel for 1st, 3rd, and 5th shorter - certainly not what I need. But as I say, in spite of the fact that I've never really had any linkage problems, it is worth fooling with to see if it can effect a cure.
As I say, there are reasons for pulling out the tranny. My speedo gears shredded themselves a while ago (leaving me with only 3rd and 4th) so I gave it to a guy who knows transmissions to fix it in case there was more to it than that. He didn't see anything so he put it back together and gave it back to me and until now, it has performed as expected for about 1400 miles. The end cover is apparently difficult to align and install and his monkeying with it to put it back together introduced a pretty bad leak. I've tried some external sealers with limited success and figured it was worth the hassle of topping up the oil for now. The 2nd gear synchro is a bit balky. Red Line oil helped a lot for a while and then it got worse till I adjusted the clutch cable to declutch earlier. If I do a good job of double clutching in to second it works smoothly (good practice) but at some point, it might be worth replacing that synchro. Then, as I stated, there are some stripped threads in the bell housing that really deserve helicoils.
I've put out feelers on car-part.com (network of salvage yards) for a replacement - actually only for guts since Richard makes some modifications to them for use in Europas - and I've looked around for tranny shops who seem like they might be adventurous (the guy who helped me before doesn't seem to want to go into it again). Hopefully, if it is beyond the outside of the case, I'll be able to get it straightened out.
Anyway, I'll take a look at your suggestions. In the mean time, I welcome any and all comments ans