Thanks for advice. I've adjusted bands, but problem is still there. I think TV cable is properly adjusted now. The problem happens only after Jeep was sitting for at least 2 hours.
Transmission shifts fine into Low and 2nd. Then, at some 25 mph, when I lift my foot off throttle pedal, revs will go down very slow, and it seems like it is somewhere between 2nd and 3rd gear. It's definitely not in 2nd ( I know because revs are higher when I manually move gear selector from D to 2nd), but I'm not sure if it is in third . If i easily press throttle pedal, car behaves like it's in neutral ( revs to some 1500rpm but no acceleration). If I press throttle pedal a bit harder revs will go to 2000rpm (but no more than that) and it will then "downshift" to 2nd. As soon as i get to some 40 mph, it will stay in 3rd speed properly.
I've noticed that after driving at speeds higher then 35mph for a couple of seconds, shift problems dissapear. If I stop car and start driving again, it will shift properly all the way, and there is no slippage at all. If car sits for a couple of hours, same problems until it get to 35+mph speeds for a couple of seconds...
PS. Happy new year!