Grinds when i put 2003 duce in first - 2000 Harley Davidson FXSTD Softail Duece

Is the knocking sound when the car is moving or sitting still as well? Does the grinding sound happen just as you put the car into reverse or does it keep grinding?
These transmissions are very problematic, especially if they are not properly maintained. The most likely candidates are a cracked flywheel or a broken drum inside the transmission. Either way, it sounds like the transmission will have to be removed to pinpoint the problem.

Is the serpentine belt still intact? The grinding noise maybe the water pump which would account for the overheating.

is it grinding when you try? try to turn car off hold in clutch put into reverse and then start car
if it pops right out you need to get it to a transmission shop.
i recently replaced a transmission in an SXT that had no reverse, all it would do it grind and pop back out

Take the wheel off the one thats grinding and find out why. You may have a heat shield that got bent and rubbing on the brake rotor.

It sounds like u have a problem with the jack shaft. I would remove the outer primary and check to see that its still in place. u should be able to grasp the jack shaft with a wrench and pull it - and the spring will return it. My guess is its either come loose, or something is interfering with its movement

Proper battery charging will show ~13.5 to 14.5 volts at the battery terminals. Check for continuity through the alternator windings, check each diode in the rectifier stack and look for a voltage regulator which may be defective.

sounds like a wheel bearing

sur it is a grind and not like the ABS is going off which could mean a sensor is bad or dirty .more like a pulsating growl

Check the transfer case and u-joints for wear.