My guess is that Bearman has the answer. The worm gear on the transfer case that drives the speedo gear is only held to turn with the shaft by being clamped between the output yoke and the rear bearing inner race (by pressure from the nut on the end of the shaft, remove front end of propshaft to get at it). Cold the viscosity of the oily surfaces keeps it turning, but as the oil gets warmer it slips more easily. Problem is likely to be exacerbated if the speedo cable or the bearing in the speedo is dry.

John