Won’t Shift into gear when cold.

I have a 1998 Grizzly 600. We are getting freezing weather and the last few days since it has gotten pretty cold (below freezing), the Grizzly will not shift into gear until after I have run the machine for 15-20 minutes, then it will only shift into high (not into low or reverse). Once it has run a bit in high, then it will shift into reverse, but not low. After it has run for quite a while, it will shift into low.
It is like something is freezing up in there. Could it be low oil? I just read how to check the oil and will check it this weekend. We had the Grizzly gone through by a mechanic to fix any issues within the last year.
What could be causing the transmission to freeze up?
Thank you,
Debi R.