Transmission Fluid Temperature
5R110W has a feature called "Cold mode". If TFT is below 0 deg F, the transmission will limit operation to 1st, 2nd,3rd, and 4th gears (5th and 6th gears are disabled). Cold mode remains in effect until TFT rises above 0 deg F or vehicle operation (based on shift times or heat generated by driving) indicates that TFT should not be in the cold mode range, at which point normal operation is enabled.
Direct clutch apply times cold have forced the addition of this cold mode (DC takes excessive times to apply below –10 deg F), and require revisions to TFT failure management – if TFT is failed at start up the transmission will be
placed in cold mode and remain there until TFT is no longer failed and above 0 deg F or the vehicle operating conditions listed above trigger an exit from cold mode.
Once out of cold mode a TFT failure will not trigger cold mode (can only go into cold mode once/power-up); but this
mode is new to 5R110W.
You may have an issue with the fluid temp sensor or the harness. It will always shift a little different when it is cold and it will hold gears longer to help warm things up.