Check vacuum at transmission modulator upon cold start at idle. Probably
none will be found so your task is to back track until vacuum IS found.
The engine's vacuum pump IS working or the car would have no power
brakes, so your challenge is to find the reason no vacuum is getting to
the transmission OR, that the transmission's modulator is bad and only
works after it gets warm.
It could be a drop of condensation in a vacuum line that freezes and
blocks the vacuum until it's melted by the engine or transmission's