Not sure on this one, I know if the transmission holds on to 1st gear too long it usually is a bad or failing vacuum modulator, but yours isn't getting into 1st gear all. Another common failure is the valve body gaskets , which when fail can cause weird shifting issues. If you haven't yet, try changing the fluid and filter, and maybe the valve body gasket and see what happens.

__________________
2002 Edge Super Cab 3.0, 2wd, air box mod ,3.73
L/S,Torsion Lift, 31x10.50x15 Tires, Leer Bed Cap