lillygunny, I thought this thread was familiar, and read through all your previous posts. This problem, or a variation of it first appeared way back in October/November 2018. This would really profanely upset me, as it looks to have already cost you a lot in time and cash. The problem looks to have never been resolved.
Is the oil definitely being pumped from the breather?
As you have a roller conversion, JulianS suggested a failure of the seal on the end feed to the crank, and this would be easy to check. But it has all the symptoms of wet sumping on start up, despite you draining the sump to start with. If the breather is not set up properly, then by my reckoning it will not improve by much as the motor warms up, so why the symptoms only when cold? If you can live with this inconvenience by all means put on a few careful miles, trust Frank. No improvement means back to basics.
So all in all a big puzzle, so do a few simple checks and start by bypassing the filter to eliminate that. There are lots of bikes running filters, you could just be unlucky that your set up has a fault, so take away that factor. Then a good check of the scavenge side... sump ball valve, a magnetic sump plug holding it shut? adequate lift available on the ball to allow good flow, pick up pipe integrity and oil tight connection on to the crankcase, pump gasket good, oil pipes clear with no kinks or restrictions.
The filter should be fitted between the crankcase and the rocker feed take off. Putting the filter last in line puts a restriction in the tank return, just enough to send more oil back to the rockers, and results in a build up of oil in the sump.
Worth also checking the PRV is working fine, ball and seat in good order, spring OK.
Swarfy.