Did you ever change the AT Filter?

Cold = increased ATF Viscosity

Cold may also = decreased Vacuum; maybe if the Pump is worn

If it had been Me I would have changed the AT Filter when I got home if for no other reason then to rule it out as a cause of the problem.

It might be interesting to T in a Vacuum Gauge on the Vac Line that goes to the Transmission Modulator and compare the Vacuum when cold and Engine hot. That might show a Vacuum Pump issue.
Then there is the Cap on the Modulator that is supposed to seal and hold Vacuum. Maybe it is not sealing well when cold.

Of course it is entirely possible there is something sticking in the Trans.

__________________
84 300D, 82 Volvo 244Gl Diesel