Transmission shifting

My car is running fine, except for one thing that really ****es me off. Its transmission doesn't shift to the last gear when the weather is cold, I would say when it's 60F or less. I can't drive more 60 mph If I do, I'll hear the engine noise going very loud, but when the weather is hot it perfectly runs like a new car. I had thought that the problem was from the transmission, so I decided to change it. As matter of fact I did change it and it had been driven driven only 75,000 miles. But unfortunately the problem is still the same. I've had this car for about 2 years and half now and every winter I this problem comes out. Last winter I spent more than 900 dollars to get it fixed, but I probably was unlucky.

Please, this the 1st time I write online asking about my car's problem. Please let me know your suggestions, advice and what you probably recommend me to do. Your help will be really appreciate it.

Thank you very much!