Not answering this as a transmission expert, but because I also own that year Montero.

Usual questions: trans fluid level, age of trans fluid?

Engine Coolant Temp sensor (ECT) may be acting up as trans won't shift into OD until proper engine temp reached.

Might also want to check trans cable adjustment at throttle body.

92 Montero LS 3.0L V6 Auto, Stock, Original owner, 185,800K miles