Transmission will not shift out of first gear?

Sounds like a good start would be to have it looked at by a Mechanic with a
bi- directional" scanner he might be able to help to pinpoint where the actual issues hiding and give you valuable advice on what part it might need to have replaced other wise you could wind up chasing this problem for a while. Good luck and happy holidays..

So you changed the PCM, and the sensors and it is still locked in second gear. Will it shift to reverse? If you shift it into low and then manually shift up does it change gears, then? A 2004 should default to park, neutral, second gear, and reverse in limp mode. However, to determine the fault you should use a scan tool to see what codes, if any, are stored in the PCM. There are codes that will lock it into limp mode. Issues with the engine like a high idle or electrical problem with the harness can as well. If you don't have access to a scan tool you might be able to buy a reasonably priced one that can pull the codes at least and give you an idea of where to look.