!995 525i auto shifter seizing with heat

Whilst the auto shifter is free and normal when cold, within about 3 miles of driving in a moderate climate (say 60 degrees centigrade) the gear shifter becomes very stiff and before long refuses to be moved. It takes about 2 hours to cool off and become operable again. Disconnecting the linkage at the gearbox end proves that the problem is in the box. Is there an oil cooler with a thermostat on this model?, if so please advise me where it is located. Or does anybody have any other ideas. The gears shift perfectly smooth as you drive.