Cold Engine stalls when put in gear

Vehicle: 1996 Saab 900s 2.3L Non-Turbo.

Problem: The engine starts and idles fine. All fluid levels are good. Has new distributor assembly, plugs, wires, battery, muffler and one new transmission mount.

When the engine is warm, the problem does not exist. It only stalls when cold. Doesn't matter which gear is selected (1,2,D or R). Neutral is not affected. When the engine is hot, it performs perfectly (excellent acceleration, no sputtering or surging, etc.)

I cannot find any vacuum leaks or broken electrical connections.

Any clues?

I'd recommend taking it in for a transmission inspection. If it's dying under a load, cold or hot, then it's most likely the tranny.