Brake and TCS lights on upon starting in cold weather

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2018 CX-5 GT AWD w/Premium
I went through a large puddle a few weeks ago on my way to work. The force of the water bent a small/thin metal shield under the car that affected the exhaust system a little, causing rough idling and some noise.

That night, after work I started my car and the brake light and TCS light illuminated on the dash, but went away after a few minutes.

My cousin is a mechanic and fixed the exhaust shield issue. He also looked at the ABS wheel sensors and cleaned them up to try to fix the warning light problem.
He didn't notice any obvious anomalies with the sensors and the problem seemed to be fixed for a couple days, but the lights are coming on sporadically again.

They only seem to come on when the air temperature is 40 or below, or when the car has been sitting for a long period of time (8+ hours). Higher temps or car parked for a short time and no warning lights.

The lights also go out after 10-20 minutes of driving.

No fault codes came up when my cousin checked.

Any ideas what it could be? I'm thinking a bad wheel sensor or an issue with the wiring.
 
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