In cold weather when first start pick up, engine reeves up than idles back down to almost shut down several times before engine lines out, than don't have any problems again till next cold weather start up.

Most likely in this severe weather the fluid and the bands in the transmission need time to circulate and warm up. It is a good idea in severe weather to allow a vehicle to warm up for at least 4 - 6 minutes before driving it. Remember that oils and lubricants get very thick in cold weather.

When the weather is warm, we rely on our car's cooling system to keep temperatures in the engine compartment under control, and keep us on the road. Your cooling system is a series of components that circulate coolant through the engine to absorb heat, then circulate air around the coolant to get it out. If any part of the system stops working, you're on the side of the road while your engine takes a steam bath.The best medicine is preventive. You should flush your radiator on schedule to keep the system clean and well flowing. Unfortunately we aren't always lucky, and things go wrong. Let us help you figure out why your car or truck is running hot or overheating.
Problem with 2000 BMW 528i idling problem when you start the car in the winter time. The care starts by idling aroun 1000rpm, which is normal for a cold engine start, but within 30 seconds it drops down to about 750rpm. Now the problem is that it fluctuates between 750rpm and 250rpm, almost shutting down, and sometimes does shutdown.
Solutions:
1. I would first try to clean out the Idle control valve...some people have seen a 30% increase on cold start idle, there are several links in the DIY section.

2. If the sounds like classic Vanos seal issues. I had the same problem with mine in the cold weather. It would go away after the car warmed up. Replaced the Vanos seals and the problem disappeared.
3. Make sure you get the correct replacement seals or you'll end up with the same problem down the road.

hello there
I looks like your oxygen sensor,Try to disconnect and then see what the car does?Let me know.You may need to adjust the fuel mixure,seem it is running a little rich that is why the car in idle goes up and down.
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proporsche

First check the error codes. they can be a lifesaver. Physically look under the hood for cracked or leaky vaccuum hoses. High idling often indicates a vaccuum leak somewhere. look at the vaccuum elbows on both the right and left side of the engine just about midway down the engine from front to back on the plenum- that's the big, black flat assy that channels the air as it goes into the engine.
Once again the codes can tell us alot.

COMMON PROBLEMS
There are several things that few people know about starting cars in cold weather. 1. Check your battery to make sure it is not rusted, leaking, and has a charge 2. Jump start your battery with another car, even if you believe the battery is good, this often times will still start your car. 3. If your engine is cold, and you have an older car, ensure to get your fuel lines to the engine flushed or have fuel injection service performed 4. The engine tends to warp the same way wood does during the extreme cold, do not be afraid to continue trying to warm up the engine by constant cranks with it is cold out. Your not going to hurt the car, the worse that could happen is too much fuel will enter the carborator and cause flooding in the system to occur. Wait 20 minutes if this happens and start to crank again 5. Bad spark plugs are a major reason why many cars take a very long time to start 6. Please have your spark plugs removed and exchanged for new ones. Over time, spark plugs become fowled and prevent the car from starting even thou you hear cranking!!!

What causes this is ussually the oxygen sensor. It works when the engine heats up and if its no good, it will run your engine lean or even shut it down. check them and replace them. They should be done every 2 years.

I would definitely consider the fuel pump. I had long turnover times before starting for years, but even worse was in hot weather it would just stall while driving. Sometimes it would only idle, but not run if you pressed the gas very far. Park it for 20-30 minutes and it would run again without another problem for weeks. Dealers and mechanics kept replacing other things like ignition coils and distributors. After a conversation where someone said they had the same problem, but only when they had less than half a tank of fuel, I knew it was the pump. I replaced it myself and all problems went away.
The fuel leaks back down to the tank and air gets in the lines. Then the pump is slow to build pressure up again. If you turn the key on, but not start, wait 45 seconds, off, on again but not start, wait again, now start it will take a little less time to start, less battery drain, until you fix the problem.
You may not have the heat problem in Canada. But here in Georgia it gets hot enough that if the fuel tank is low and the pump has this problem, it will overheat and shut down till it cools. A full tank helps it keep the pressure up and serves to cool the pump.

Should be under the car, drivers side, just in front of rear wheel. Make sure and release the fuel pressure slowly when you take the lines loose.

Pumping the pedal on an injected engine does nothing, except varying the air intake amount. I would change the fuel filter (if badly plugged, it may be causing the pump to shut off early) and clean the idle air control valve.(which should regulate idle air flow, eliminating the need for playing with the pedal) The valve itself is not difficult to service, but is a bit delicate. It can be cleaned with carb cleaner. just make sure you do not turn the valve end around while cleaning, and re-install it perfectly straight. You may have a bad drain back valve in the pump, but this is less common than what I outlined above.(there are tests for this)

Have a mechanic take a look at your throttle position sensor and engine idle sensor. Make him manually adjust them as opposed to just putting in new ones. It may require that you have to have a higher idle than normal. Your underlying cause is going to be that I am sure you have a lot of miles on your engine.