Steve:

My 240 has a similar whine in cold weather. I suspect its source to be the transmission, as your shop guys mentioned. My car's noise isn't too loud, though, and it goes away quickly when warmed up, as yours does. When the noise is present, does it change in volume when accelerating or decelerating? This would point more definitively toward the trans. My car's noise only occurs when DE-celerating at very low speeds, like in a parking lot, which I thought was interesting.

Check your fluid for proper level and cleanliness. Otherwise, I wouldn't worry about it for now. Particularly if you notice no other performance issues with the trans (i.e. slipping or odd shifting problems).

"Go Herd", indeed!

Best of luck,

Guid (still a WV native at heart)