Hi, Keijo!
I`ve found SJM`s troubleshooting tips useful, you can find them from
http://www.sjmautotechnik.com/trouble_shooting/ecufv8.html#fctauto There is also transmission TCU`s diagnostic. Enyway, my V8 has problem with the indicator lights too when I bought it. Reason was the forgotten test fuse on top of the fuel pump relay. This is, however, not your problem, because your car "fix itself" when warming up. When all indicator lights are lit in same time, there is some fault code (codes) in action and transmission goes to the "limp home mode." Because ECU and TCU communicates together, it`s possible that some of the engine sensors gives false signal to TCU.
Have you change transmission fluids recently, just for case that very poor fluids can cause odd behavior...
Well, hope this will help to moving on

Regards, Jarmo V (jamo970@hotmail.com, in case you want use finnish language)