Well... when you have a transmission lacking certain gears, you start by first looking to what is common to them all. In your case it is the forward clutch. There can be a number of issues with the forward clutch, but sadly virtually all of them require a teardown. (OUCH). But.... standby... for there are some thing we might investigate first, before we resign ourselves to a possible teardown.... they are:
Low line pressure
Partially plugged filter
Valve Body issues (sticking spools, bad gasket, needs to be tightened)
Shift linkage misadjusted, bent or damaged.
Of course, the forward clutch carries its own set of possibles, (as does the pump in your case), but it make little sense to discuss them here since they are all teardown items to fix. But we will focus on what YOU might fix... without pulling the tranny - all without any guarantees.
First advice? Drop the pan, change the filter and torque the VB bolts using a 1/4 inch torque wrench - see the A4LD Valve Body Rebuild Diary.
Put the pan back on and top up the fluid and see if you had any success. Check all the linkages too.... nothing bent etc.
Report back.