I have a 96 xj 4.0 that has developed a whining noise coming from the trans. It whines from a cold start and makes the same sound in all gears except neutral and goes away after warm up. So far I've heard 3 diagnoses. Transmission pump, torque converter, clogged filter. Trying to figure out how to proceed. Any advice would be greatly appreciated.

 

You might have to get underneath... and use a mechanic's stethoscope or a long big screw-driver if you don't have a mechanic's stethoscope. And try to pin-point where there whining sound is actually coming from. With the vehicle running, for safety, I'd say get someone to be in the jeep at the time to make sure it won't move with someone under it poking around.
Put it against the bell housing for the TC, and different places on the trans. then let us know your findings. Helping with "sounds" remotely without hearing it for ourselves is harder to assist with if it's not something blatantly obvious.

We're all here to help each other... so when we ask for steps to be taken, it's so we can better help you if it's not something straight forward like "what's the firing order on the 4.0L"...

 

change the fluid and filter

if that does not help, perform the "stall test" as per FSM...this is designed to diagnose a failing torque convertor

next would be to measure pressure from the take off port...that will show if max pressure is too low

others may suggest a different order

 

You see now, I have the opposite problem. It whines when it gets hot, but only at low speeds in gear. Once it's rolling, it's fine. I'm keeping it on my watch list, just like my 0331 head!