2002 Ford Escape

Why does the engine start hard when cold?
I hear a hissing noise, like air leak, coming from between the engine and fire wall, by the lower intake manifold. This noise is always there. Should I change the upper and lower intake manifold gaskets, Also the EGR sensor keeps giving 4.8 volts instead of 0.3-0.6 volts it should send to the computer to allow te EGR valve to operate as commanded by the first.
The overdrive shifts roughly when rpm goes up slowly, which lead me to press the gas pedal more determined from a stop and hence the overdrive shifts smoother. Also when lift the foot of the gas pedal quickly, the transmission downshift rough.I hear a winning noise too.
Should I change the transmission filter and flush it?
Thanks in advance for your recommendations.