I should have ask this in my 1st post, but would you elaborate on "not shifting" and "cold"?
These tranny's don't work cold. If you're running out and jumping in it on a 30 degree day and taking off, it's probably not going to shift and maybe even slip. Just the nature of them using engine oil. If things are normal when up to temp, they may be nothing wrong, but they are known to be sensitive to oil level, so...
I always check the oil before I start it. It has around 4000 miles
HOW are you checking the oil?
If you're just going out in the morning and pulling the dipstick before you start it, I guarantee there isn't enough oil in it. You can do that to verify that there is enough oil to prevent engine damage, but this is the procedure;
1) Start machine and let it idle for 5 minutes if ambient temp is above 50f. Below 50f, and an additional 5 minutes to the idle time.
2) Stop the engine and wait 2-3 minutes and check the level without screwing the dipstick in. It's considered beneficial to run them slightly over full.