Let us know how it turns out with the dealer.

If it's "operating within spec" or whatever the dealer usually says to absolve themselves of responsibility, Orange4boy over on EM was working on a hack that permitted manual control over torque converter lockup. Not sure if you want to get into that with a warrantied car though.

The other thing I'd wonder: if you're driving mostly short-ish trips, the ECU is likely programmed to hold lower gears longer until the coolant temp is nice and toasty (to light off the catalytic converter). So an engine block / coolant heater would probably make a noticeable difference in that case. So would a heater for the transaxle oil.