Cold temperatures are causing a vacuum leak(s) somewhere. Not atypical in my experience. The rubber joints are harder in cold weather and less likely to seal. Such leaks are hard to find since the leak is intermittent, just like my desire to find them when its cold.
Effect on shifting depends on the year of the car. What year/model are you talking about. For instance, SD's have a separate vacuum system for the door locks whereas 123's dont.

Sorry, missed your signature with the model info.

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1977 300d 70k--sold 08
1985 300TD 185k+
1984 307d 126k--sold 8/03
1985 409d 65k--sold 06
1984 300SD 315k--daughter's car
1979 300SD 122k--sold 2/11
1999 Fuso FG Expedition Camper
1993 GMC Sierra 6.5 TD 4x4
1982 Bluebird Wanderlodge CAT 3208--Sold 2/13