Just installed a used transmission and when I take off it won't shift out of first gear unless you let completely off the accelerator and the check engine light came on and the overdrive off light flashes continuously until you turn ignition off what is the problem?

It's seems to not shift all the way to top gear. Also, after a night of sitting in cold weather. Doesn't kick into gear right away. Takes a few seconds then it gets going. Both reverse an drive it does this. But when the engine is warmed up it drives perfect. But after a few miles of driving the check transmission light comes on and if I don't stop the transmission overheating light comes on. Also the low oil temperature light comes on. All fluids are good. Had mechanics change oil an tran fluid and everything is as it should be. It is a rebuild transmission. What kind of problems am I looking at. What could it be. Solenoid , computer modulator, or a faulty sensor. Hoping it's something I don't have to pay to much to fix. Desperate for any tips before I take it in. Thanks