I hope you find out cause mine does exactly the same thing, I can tell you
what I've done without success.

Mine started acting up after changing the fluid, I thought I was doing a
good thing. I then cleaned and replaced the governor, unlikely to be the
culprit since it also determines the shift point from first to second.  A
list member suggested changing the accumulator piston but that did not
help, I then changed to synthetic transmission ATF surmising that a
previous owner had put magic solutions into the gearbox  and that I had
inadvertently dumped them. I have a spare valve body but I don't know its
history so I'm a bit leary about switching it.

This would not be a problem for me except that when I leave my house I
drive down a busy steep highway for about 2 miles and I hold up traffic
almost as bad as when I go up the hill. Maybe I should move to the bottom
of the hill then I wouldn't need third gear until the van was warmed up.

Tony 85 Westfailure