What is the mileage of the car?
Does this happen when cold or all the time?
Has the ATF in the gearbox been changed at any time? the ATF can be contaminated with metal filings through time, generally blocking the filter and upsetting the electrohydraulic unit
I've heard of similar issues with Sprinters (they use the same NAG1 box)
Extract from their forum:-
"The service manual says (in caps is problem, 1st # is possible cause, 2nd # is solution to possible cause):
"DELAYED ENGAGEMENT, NO TRANSFER OF POWER IN R AND/OR D, ALSO AT TIMES
1. Oil Level Too Low. 1. Check Oil Level. Add if Necessary.
2. Recognition Switch - Selector Lever Position. 2. Replace Recognition Switch Only When Intermediate Position or Fault is Indicated.
3. Oil Filter Not Installed. 3. Install Oil Filter.
4. AEV, Delayed Pressure Build Up On Piston B2/B3. 4. Install New Shifting Procedure (TCM, electrohydraulic control unit or repair set).
5. Wrong Combination TCM/ Electrohydraulic Control Unit. 5. Check Combination TCM/Electrohydraulic Control Unit. Replace TCM Resp. Electrohydraulic Control Unit, if necessary."
Since oil level is very sensitive to temperature and you notice it most when cold, I suspect the oil level is low. Have you looked for signs of an oil leak?"
Good Luck
Dougie