I can tell you that when I overheated my trans it dumped 8 quarts of fluid on the ground out the burp tub on the flex plate cover. There was no sign of any fluid on the bottom of my truck. There was fluid that I dumped on the road miles back though. I coasted down a long hill, when I hit the bottom and I have it throttle, no forward gears at all. Once I put the 8 quarts back in it, it worked like it did before. I put a trans cooler on it when I got home. You could have a bad trans, you could have a bad torque converter, or you could have low fluid. I know what's cheapest to check first though, and if there is no fluid on the stick I would be dumping in some ATF to find out. Just my .02.
That's exactly what happened to me. Mine overheated, dumped all the fluid. I did same thing, new filter, new cooler, new fluid, and a temp sensor, have had no problems since. Thank god I had read on this forum, I was about to send to a trans shop!