Hey I know I'm late to the party here, but I've read over your thread here and I have the following suggestions for you. Everyone, including myself, likes to run in and go down for the kill before you think about the basics.
FIRST:
TAKE OFF YOUR FILTER IN THE COOLER CIRCUT AND PUT IT IN THE TRASH. it is not necessary and all it could possibly do is cause a problem. If you've had this filter all along through all these different transmissions, you could have the answer to why you keep burning them up right there. I'll assume you're replacing the element at each trans change, but still, GET RID OF IT. Cold shift issues can be caused by a restricted cooler circuit as the fluid is thicker when cold and it will be even more restricted at low temps.
Second, check the fluid level and condition. Ensure that with the engine running the fluid is very close to or just below the "low cold" level when the trans temp is below 75F and that it is somewhere between "full cold" and "full hot" at 176F. I like to keep mine a bit below the bottom tick of the "hot" range at 150 pan temp. Don't overfill! Error on the low side! An overfull 4EAT is a dead 4EAT!!
Okay now check your voltage to the TCU and make sure you're getting constant power to it and it's not loosing power while the car is going down the road. That would cause all kinds of odd problems, I think.
Third, check your solenoids. Duty B is lockup control, duty A line pressure, and solenoids 1 and 2 are shift solenoids. Check the resistance of each of these at connector T2 and again at the TCU harness by backprobing with a T-pin, which is a T shaped pin for quilting available at wal mart. If you find you've got a shift solenoid laying down on ya, this would explain alot of erratic shifting conditions. If the solenoids test okay, then you can go back and start thinkin more about a control side failure outside of the trans case.
Then, after that, I would really reccomend you check the base line at the pump pressure test port. heat the fluid up to operating temp (somewhere around 176f) and check your line pressure. If you don't know that you've got good base line then you're blind and deaf in a trans diagnosis.
Now, you should have a good idea of your transmission unit itself and its condition.