It could be a shift solenoid issue, but I'd expect that to cause more issue when the fluid is warm and a bit thinner, therefore more prone to slipping past the seals. Of course if the solenoid is sticky I suppose it may act up worse with cold fluid.
If you have access to a professional scan tool that can access the transmission parameters I'd suggest you start by monitoring the Transmission Fluid Temperature (TFT) sensor when cold and at operating temperature to see if it appears to be reading correctly, especially when cold.
Was the fluid and filter changed in an attempt to fix this issue or did the issue crop up since then? Do you know the correct fluid was used?
-Rod