No TCC lockup of any kind other than 3rd, but you already knew that.
Normally in cold weather, your shifts and transitions should be harsher, not smoother. I suspect something mildly bad beginning.
You don't have the luxury of an adjustable vac modulator to firm things up like us '60 guys, so keep a sharp eye on it.
Remember that your trans is 100% PCM controlled where the 60 isn't, and I'm suspecting low line pressure (failing pump) for your 'smoother' transitions, particularly in cold weather.
A PCM at this point MAY bring on the inevitable sooner.