weird auto tranny problem

OK, my trans has been acting weird lately and it has me stumped. It acts up only when getting off the highway/interstate. On the off ramps(curved and sweeping) it will downshift into 3rd like it should, but will almost immediately upshift back into 4th prematurely. And it doesn't upshift gracefully at that time-it does it with a very noticeable grab/shudder sensation. The other scenario on the ramp is that the trans will not immediately upshift into 4th, but rather wait until I'm off of the ramp and accelerating and then upshift hastily into 4th. The car shifts fine and appears fine under all other driving conditions, including immediately after this situation, which just doesn't make any sense. I've reset the trans back to its basic settings a few times now and that hasn't helped. If the trans had a dipstick I'd check the fluid level, but since it doesn't I'll assume the fluid level is fine. The car only has a hair over 40,000 miles on it so I would hope the trans or the TCM and its sensors aren't going bad. Has anyone seen or heard of this before?