Thud and jolt when car shifts gears

My 2006 Subaru Outback with 15,000 miles has begun to thud and jolt when the automatic transmission shifts from second to third in very cold weather (under freezing). Once the engine warms up it runs perfectly. The Service Dept can find no codes to explain this. Any suggestions?

Thank you.

If it were a 75 Impala, I would tell you that the transmission had too much fluid in it and it was interfering with the modulator valve. No vacuum operated modulator today so… NEXT!