We've heard of them shuddering at about 75-80km/h - that's because the torque converter clutch is locking and unlocking rapidly instead of just engaging - it's a fault in the torque converter.
I would imagine that yours would be similar. It's unlikely to be the gear itself because it does it forward and in reverse, but let's get a bit more info first.
If you are on a gentle downward slope and put the vehicle in neutral and start rolling the car (with the engine running so the brakes work) do you experience the shudder then too? If so, it could be propeller shaft or unis. Don't roll the car too far, just enough to determine if the problem exists in neutral as well.
If it doesn't appear in neutral while rolling the vehicle, bring the vehicle to a halt, put it in neutral or park and rev the engine just marginally to the point where would normally shudder. Do you still get the shudder? That engine speed should be turning over the input shaft of the gearbox at the same rate as when the gears are engaged. If there's shudder, I'd look at engine or torque converter. If there's no shudder while stationery, it's further in the gearbox/prop shaft or diff/cv joints.
When it's cold the oil's thicker, even the ATF will be ... knowing that, I'd be guessing a torque converter, but there's nothing saying it's not an issue on the engine side either.