Transmission slips when cold.

1995. 4.3L Vortec. 4L60E auto. trans.
On cold morning (below 45F),I get his problem.
Start and drive OK. Transmission shifts fine from 1st to 2nd. Stop sign 1 block from home I stop. When I push the gas to take off the engine RPM's pick up like normal, but I don't move. It's like transmission is in neutral. I manually shift into 2nd gear or 1st gear and it goes in gear and drives fine. After that it works just like normal. It just misses this first down shift when cold.
No codes are set.
Any suggestions??

Ever replaced the transmission fluid and filter?

My '95 did the same thing, only once when cold, and usually the first stop. I also had a 1-2 shift problem. I dropped the valve body, fixed the 1-2 shift, and flushed the transmission twice and it has not done it since. I really don't know what was causing it, but I think it was related to the forward sprag assembly. When I went into 2 or 1st, it got it going again. It obviously still works(after the first stop). Mine though after the couple of good tranny flushes, has not did it since, and its been 8 months now(cross my fingers).

I am curious to do the curious to do the auto-rx in the engine and in the tranny. My tranny shifts very hard sometimes and other times it is fine. Does not matter whether the temp or how long I have been driving. Kind of odd....

I'm thinking that the tranny filter is clogged and the fluid needs to be changed.

When the fluid thickens due to contamination, it will often cause poor shifting.