I notice my 2019 RX has some squeak noise from transmission or break when I switch from drive gear to reverse gear or from reverse gear to drive gear.

If I just drive 1 meter then switch gear I can hear the noise when I switch to reverse gear. Also when I release the break, I can hear the same noise again.
However, when I drive for a long distance (50 meters?) then I cannot hear the noise any more.

But If I switch nature and release break first, then I cannot hear the noise. Is that normal? Or I should check with dealer.

 

A squeak is generally not a normal thing, but it can probably wait until your next scheduled service visit.

 

I upload a video. Can you check if I can wait to next service?

 

where is the sound coming from? That sounds like the transmission. I would most definitely bring it to the dealer and have them hear it.

 

I just visit the dealer this morning without an appointment. The service manager said it is from break. However, I think it is slight different with the break noise.
I don't have enough time to discuss with them today. Maybe I need go to another dealer to check it if the service manager already said it is from break.

I also think it is from transmission.

 

You have a new car. It's going to be up to your dealer to fix it, whatever it is, so let it be his problem.

 

Hopefully, they can fix this issue. Today he said all car have this issue.

 

Not all cars. Mine doesn't.
What I've suggested to others on this site who's dealer says "they all do that", is to ask to drive a similar car to yours from his lot, let him ride along and see what it does. If it makes the same noise, then well, maybe they all do it. If it doesn't, ask when he'll have your car fixed.

 

Mine has similar sound although not as loud as yours.
Predominantly happens right after putting in Drive, taking foot of the brake and begin rolling. Perhaps it has to do with electronic parking brake release.

 

I did not use auto hold in my situation. From R to D not from P to D

 

I went to another dealer today morning. They also said the noise should from the break pad when I change the direction. I asked other RX do not have this issue they said it slight different with the break pad. Even they change the break pad the noise may still be here.

 

Should I find an auto shop to check the noise?

 

Might not be a bad idea. Just ask the mechanic for his opinion on what the noise could be.
Do you own your car or is it leased?

 

Leased. I may check with a mechanic next week