I have a new to me 2008 4dr 4X4 w/6sp auto,that got good fuel economy in warm weather. In cold weather it stays in what I perceive to be 4th for 3 to 4 miles before it will shift or torque converter lockup. The fuel mileage goes way down during this period. My overall average is down 2+ MPG. Is this the nature of the beast or is there something to be done to make it shift /lockup faster?

Just a safety feature programmed into them, it will not allow for converter lockup until it sees a set oil temperature but I can't remeber what the parameter is right off.A lot of newer Cat equipment is the same way, we have 789c 200 ton end dumps that will not upshift past second gear until it ses a certain temp of the diff oil and won't go past 4th gear until the diff oil is 110 degrees or higher.

Here is a blurb from the owners manual. Upshifts into both overdrive gears, 5th and 6th, will bedelayed when the transmission fluid temperature isbelow 40° F (4.5° C) or above 240° F (115.5° C).I don't think that is the full reason for lower fuel economy thou. The biggest reason is why the trans is cold, the cold. Cold makes all the fluids thicker, tires harder, the air is more dense. All of those mean additional hp required to move the truck. My truck takes 20-30+ miles to get everything "warm" when its cold out, at least to where I am not seeing increase load from cold fluids, etc.