Have you checked for any diagnostic trouble codes stored in the transmission module? I would check the fluid level and condition, check for codes and then diagnose any codes stored. If you cannot find a problem, then you may want to have a shop look into these technical service bulletins from Saturn: #99-T-56: Automatic Transaxle Air Checking Procedures #01-T-09: Harsh Shifts, No Shifts, and/or Transaxle Releated DTCs Set Condition: Some customers may comment about harsh transaxle shifting and/or erratic transaxle shifting. One or more transaxle-related diagnostic trouble codes (DTCs) may have set. The Malfunction Indicator Lamp (MIL) may or may not be illuminated depending on what DTC is set. The malfunction Indicator Lamp (MIL) may or may not be illuminated depending on what DTC is set.
I have a 1994 Saturn SC2 as well and mine did the same thing and about 3-4 months after that it would have good days and bad days on bad days it wouldn't go into any gears. then eventual my clutch went out. Good Luck