Re: TJ Auto not downshifting right
The most likely cause is the governor sticking ...but that's unusual since you said that it has happened since new.
Since, by your post, it has no problem with up shifting at this temp, I'd say that some valve in the valve body is hanging up when the fluid is cold (perhaps the spring is weak) and simulating higher governer pressure. When you open the throttle more (because it's in 2nd gear) the valve moves back to its appropriate position - and the downshift occurs (just as it would if you had that much throttle going from a coast to accelleration).
(side note having little to do with your post)
The shift points are adjusted by increasing the line pressure via the throttle position valve (throttle linkage/cable). This, and the tailshaft speed (governor pressure) are the only input to the trans for shifting. The older versions could care less whether the throttle linkage was hooked up or not. The trans would assume (as though it had a brain) that you were under NO LOAD and shift as the minimum governor pressure dictated. In the newer TF line this is not the case (non electronic). Having too little line pressure will cause a late engagement of the kickdown band (1-2 shift)and a early disengagement (2-3 shift). Increasing the line pressure corrects this (this threw me a real curve when my SE and my Caravan exhibited this symptom - I assumed incorrect band adjustment)
I don't see how this would exacerbate the problem.
Remedies I can think of:
Remove the valve body yourself ...clean up the valves and make sure that all of them travel in their bores w/o difficulty. I'm pretty sure that the governor requires that you pull the tail shaft to service it(unlike the front drive autos that use this shifting system - they are "split" and can be removed fairly easily)
Have a trans shop do it for you (but look below)
Buy a valve body (just like the trans shop does - apparently they don't waste their time serviceing valve bodies anymore). Costs: over $200 ..I don't know if a core is required
Buy Mobil 1 synthetic ATF and, since you have a lock up converter, add the friction modifier seperately (just like the trans shop does - they use a 55 gallon drum and add the stuff as needed to the vehicle) and this may solve your problem. I had a Corsica has a delayed engagement (from Park to Drive + sluggish shifting) when the temp got low. This fixed it and the power steering (up against the pressure relief when you attempted to turn the wheel - whine). Costs: over $5 a quart and NOT available everywhere off the shelf.
Manually shift to LOW and then back into DRIVE at each stop until the temp gets up.
Someone else may have more contemporary suggestions/info for you here (anyone care to "spank" me?). [img]images/graemlins/tongue.gif[/img]