2004 Chevy Express slips out of gear after driving for few

I can start my van put it into drive or reverse form a cold start and take off fine, lots of torque. A few blocks down the road it will spin out. I pull over turn off engine sit a couple of minutes and start up and go again until it slips out again. Seems like I loose pressure once it warms up. I let it idle in park for awhile onetime and went to put it in gear and it wouldn't move. One person suggested that it sounds like the solenoid. Is that located inside the pan or on the exterior.

Thanks,
Billy