I have a '94 escort wagon with a 1.9L and my blower motor only has speeds 1, 2 & 3. No 4th speed. I am assuming its a problem with the high blow relay? Sounds reasonable to me.. Anyhow, I was wondering where that mey be located?
There's a white colored plug that goes to the blower on the passenger side that is really bad to overheat and short out. I've had to replace it on my dad's '94 Escort several times. Just unplug it and take a look to see if it's burnt and/or melted. If it is and you can find a good one in a junk yard just cut one off a donor car and splice it in and everything will be fine. (until it overheats again) I think they used too small gauge wire, which may be what causes the problem.
+1 on the overheated plug. This has happened to my 95 a few times. Usually you can wiggle the plug around and it will work. Also sometimes cleaning the connection at the plug will buy you some time till you have to replace it.