I've always run external coolers on my cars and I've never run them through the radiator, that being said I don't live in a cold climate. I can't speak for areas that get to sub 0 temperatures.
I've always run them direct from the trans to the cooler and bypassed the radiator. I've had to deal with a fleet of BA falcons that milkshaked the transmissions when the radiator split which since has made me not trust radiator coolers (particularly on plastic tanked radiators).
I've had 4l60's run to 500,000km so I'd think if there was a problem doing it this way I'd have noticed it by now. My current one has 300,000km with a 3200RPM stall converter thats under heavy load, still going strong and never exceeds 80c at the track.
I'm about to put one on my VE too which will be a standlone cooler and not in series.