Changing to drive while still rolling back some

I just took my vehicle for a ride after a lot of fun issues! Lol, I learned a lot - thank you for all your guys' help.

Anyway, she's running well! I turned around in a long farm driveway, as I was reversing another car started coming towards me going 20 mph+ over the limit. They weren't slowing down so I had to move quickly, I had my foot on the brake but unfortunately I still was moving backward some. These sort of things really bother me, because I love my car and I like to take really good care of it.

I know it's really unhealthy for a transmission to switch gears while moving, what damage is done if any at all in such a situation? I mean I really barely moved back, obviously very slowly. Always interested in information, thank you