Heater fan only works on high speed. Does not work on 3 lower settings.

On my 09 Escape it turned out to be the Blower Resistor. I had the exact same issue. $38 part from Ford although probably cheaper on-line or at an Auto parts store. Easy to swap it out, located behind the glove box. If you google 'Ford Escape Blower Resistor replacement' or similar you'll find instructions. Cheers