Huh? Immediately?

I wouldn't think so, not from if it is happening cold.

Low range should affect it.

Imho it is time to take it in. You aren't geting any codes are you?

using low range should prevent it because a lot less torque is needed
from engine and a lot less heat is generated in tranny. If it is worse
with this tranny than original it is possible that you have a torque
converter with a different stal speed and ratio that is making more
heat than before. They do make after market low stall speed converters
for diesels that run cooler that yoou might consider too.  
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TheSnoMan.com

The one I mentioned earlier had been sitting over 6 hours on
a January day at a construction site.  Vehicle was started
and had been running including warmup idle under 3 minutes
when "smoke" was observed from under front.  It has actually
been moving under one minute - just long enough to get the
exhaust manifolds hot enough to ignite the fluid.  The truck
had all the guages and an alarm system that covered trans
temp.  There were no observeable indications there was a
problem.  On teardown, the reverse clutch pack had
indications of high temperature.  No other part of the trans
was anything other than excellent condition looking "brand
new".  The fire damage was repaired and the trans rebuilt in
the back corner of the dealership with "some modifications".
The technician who built it seemd to think the problem was a
cross leak in ght valve body causing the trans to have a
forward selection partially engaged which would result in
overloading the reverse pack.  The engine, of course, has
plenty of poer to overcome this minor nuisance condition.
The valve bodies and cases on these transmissions are
extremely sensitive to proper torque and torque procedure.
The case is easily warped in the area above the valve body
preventing them from sealing if not done "by the book".
Many of the trans techs with a good record on building these
transmission recommend torquing the VB to max end of range
and letting it sit 1/2 hour or so. They then mark the
capscrews, loosen and re-torque the VB to make sure it is
fully seated and torqued with compressed gaskets. Again, I
have not been able to get the Ford paperwork, if any, that
may be out there to see exactly what they may know.

That truck has been back at it's job now for over 100k miles
with no further trans problems.   I still believe the
transmissions are setup too "soft" to please drivers who
want a truck that is just as smooth as the cars they drive
which are also probably mushier than they should be for
durability.  

Lugnut

I do not believe this is a generalized overheat problem.
See above.

I don't think so.  It appears to be a localized internal
problem.

I don't think the number of auxilliary coolers has anything
to do with it.

There isn't a heck of a load backing up with a mt truck. The temp will still
climb even with 4:10 rears. As I said the double deep pan brought temps down
to a acceptable level. A tight tc might raise temps a bunch after pulling a
grade with a load but he is experiencing this on start up.

I am talking about the pump housing O-ring, and the seal around the torque
converter shaft.

The trans was replaced with a "Ford Factory Reman" unit, 34,189 miles ago,
and 3 years, and six weeks ago. The six weeks out is why they are telling me
they won't help me with the repair. Although the leak started soon after
replacement, but my local stealer wasn't able to find it.
I have it at another dealer with a much better reputation now, but I'll be
footing the bill, it appears.
Spdloader