Having not played grid 2, I am not sure how their clutch mechanics work. Are getting it into gear then falls out when you take your hand off the shifter, or do you grind gears, hit the clutch, reshift and good to go? If the former, you can open the Logitech controller software, bring up the preference that allows you to see button presses and try putting it into 3rd, testing several times trying to mimic different shifting patterns and such, if you see the button press indicator flicker or go out at any point after shifting, then there is an issue with the shifter, if you see nothing, or the issue is the ladder, then chances are it's your shifting behavior.