Micky,
This is a great puzzle! When you let off the gas, it coasts easily. Therefore your tranny is slipping until the fluid gets warm. I suggest you drain atf from the drain plug, about 5 quarts, and add fresh dextron IIe, just in case there is some contaminent. Try to do it when the tranny is cold and have some coffee to keep warm. Check the atf level before and after the partial flush.
It could be one of the internal pumps is no longer strong enough to work when the tranny fluid is to cold and thick? Let it warm up 2-3 minutes before trying to drive when it gets cold again, turn on the butt warmer to get the seat warm while you are waiting.

Klaus
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98 V70Rawd(101Kmi), 95 854T(85K mi), 75 164E(173K mi)

I've had this problem on my 98 V70R. I suspect that the next day when it was warm, everything was fine, right.
It is icing in the intercooler. It is restricting the intake air. In my case the top pipe from the intercooler will collapse because of this restriction. Only happens periodically when it is cold (1F, or -20C). I had the dealer drill a couple of small holes in the bottom of the intercooler in order to reduce the condensation that forms and it got better. This was why they changed the routing of the intercooler pipes because it was even worse before.
NExt time it does this, pull over and open the hood. Rev the engine a bit and you should probably see that the top intercooler hose will collapse when it revs, that is a sign of a restriction in the pipe. Mine would go completely flat! So far mine is much better after they drilled the little drain hole and only occasionally does this now. Letting it warm up for a couple of minutes fixes it. The other thing I would suggest is to change the top hose if it is too oil soaked and weak it will collapse too easliy. Good luck, let me know if this is your problem. My dealer (up here in the Canadian Cold) says he gets about 5 of these a week in the winter with this problem.