also found this at google, re the jatco E4N71B
Automatics suck, but there are some people who still insist on buying them. All automatic Z31s used the 4N71B transmission. Change the fluid every so often, and check the level every time you change your engine oil. Also, if you overheat your car for whatever reason and it has an automatic, CHANGE THE TRANSMISSION FLUID IMMEDIATELY!!! If you don't, your transmission will blow up as a result of the fluid getting overheated in the cooler and burning inside the transmission, and this is bad. Of course, you could avoid this by putting in a manual transmission, and have more power and economy to boot! The overdrive switch in the automatics has a temperature sensor that does not allow the transmission to shift into overdrive until it is sufficiently warmed up to avoid possible damage
this seems to explain the delay in getting 4th in economy until things have warmed up, a trans specialist said mine was faulty and needed a new sensor