I had a Bmw 525tds 1994 and this would hold onto 1st gear and 2nd on cold mornings,if drove a bit to hard the changes would be long and slurred almost as if the box had a problem.

Let the engine warm up a bit before driving and it did not do it,its considered to be normal as the ecu will keep the box in gear longer to let it warm up quicker.

The colder it gets the longer you drive before normal service is resumed,at first you think the box has gone bad as when you try to drive normally the shifts are as above slurred,but take it steady and after around a mile or so it is normal.

My Bmw had the 5 speed learning box (ecu) and it could be confused if you drove it hard for ten minutes and then slowed down and cruised,it was not sure what was wanted of it.

Here in the UK a lot of owners reset the ecu learning function by disconnecting the battery every 3 or 4 months.

But let the engine warm up for around 4 minutes before driving and it will not do it.