Hans-Joachim,

If you do have a cylinder type oil cooler with rubber end caps a leak can come from corrosion of the solder where the end of the pipes fit. I think this is more likely than a hole in the pipe. A repair with silver solder is possible but a replacement is better. A visual inspection after removing the end caps maybe?

On previous engines I have replaced a Bowman heat exchanger element and oil cooler due to corrosion of the solder at the end of the pipes causing leaks but they were old engines. I think you are unluky to get a leak on a young engine. Is the ATF milky or is there a possibility the ATF is foamy from air, maybe from incorrect level? Presumably the replacement ATF went soapy aswell.

Regards
John Popeye Maramu #91