I have a 99 Jeep Grand Cherokee Limited, 4.0 L, 6 CYL, AWD, Auto, 89,000 miles. My problem is that on the first start of the day when engine is cold, the transmission won't shift from 2nd to 3rd until truck warms up. After warm up truck shifts smoothly. Any suggestion on what the cause can be? I just recently changed trans fluid and filter because of this problem but it didn't help. I thank you in advance for your help.

. Did you use ATF+4?

. Did you disconnect the negative battery cable overnight, in order to force the PCM to relearn all shift points?

Yes, bought Mopar ATF-4 and Mopar filter from dealer.