our windstar stuck in low gear- was just a bad switch too...the schematics show its just a rotary switch with a resistor array that changes resistance as you move the lever...luckily it was under warranty and a quickfix
on the not wanting to go when cold: my old windstar does it, has for a couple years if it sits more than a week, or 65 galaxie(original tranny!) does it every time I get it out- but it sits weeks at a time tooo...its just the pump taking time to prime up- can indicate filter almost plugged too...ours both have new filters recently, still do it- rather than let the clutches slip till pressure builds up, I just rock the lever from drive-reverse-repeat several times, and it will always engage normally after a few shots to get the oil moving/filling the pump/filter/valvebody or whatever the case may be...might be a worry wart, but I'm pretty certain it will be easier on the tranny to pump oil thru it this way instead of revving/slipping till pressure fills everything up