Transmission shudder between 35 to 39 mph just before shift point, any ideas?

Sounds like a torque converter shudder. First, replace all transmission fluid and the filter, including that which is in the torque converter. Perform a fluid exchange if possible. Refill with fresh fluid and recheck operation after maybe 50 miles. If the problem persists, will require a diagnostic test and possibly a torque converter or torque converter clutch replacement.