HELP!! cold auto trans not shifting
 

Hello everybody,
Posted yesterday and forget to add one thing.
I have a 1999 2500 diesel with an auto trans, 4wd. I have a problem everytime I first start my truck it will not shift out of first gear for about a mile or so than it takes off shifting fine, the colder it is the worse it is. Took it to the dealer and they found no codes in the computer, so they flushed the system, but still notice the same problem, not as bad because of the warm weather but still there. Not sure what is going on and would like to know if you have any idea's?

Thanks