Yeah, if you had a bad wheel bearing, typically you will hear a growl/roar as you're driving, and its loudness is proportional to road speed. I'll be surprised if it's that.
Also I agree it's unrelated to the "grind" in the trans. If the trans fluid is super cold & thick, it's more prone to grinding. Use of synthetic in the gearbox can make that problem go away (if it's not already filled with synthetic from the factory). Double-clutching will also avoid the problem until the trans warms up.
Please let us know what you find out!
View my fuel log 2015 Micra S manual: 5.0 L/100 km ... 56.5 mpg (Imp) ... 20.0 km/L ... 47.0 mpg (US) ...