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You'll definitely lose money if you trade it in through a dealer, the best way to go about it is to find a willing participant to trade. That might be a bit difficult though, most people prefer manual to an automatic.
I dont know why anyone with 2 legs/feet would buy an automatic (not trying to start an argument- just my POV) but you are on the right track.
And no, you dont have to lose money. Maybe you have to take a MT on that has some more miles, but these engines last forever. Depends on how bad you want that MT.
your options are swapping out the tranny- expensive and can lead to problems if not done correctly
trading in at a dealership- will lose money but you have more of a selection
selling your car outright and buying a new one- takes time and most likely take a loss
trading with someone who wants an AT- highly unlikely
living with the AT- no loss. maybe some moral.and time writing this post.
I agree with titanium, save up, sell it and if you really want another Z then buy a 07-08 6-Speed
Upgrade from what you have now.
Year, mileage, upgrades...ect...
If it were me, I'd try to sell it by myself and just wait for a high enough offer, patience will pay off in this situation. Buy a new Z that's more "up to date".