If it has no 2nd and goes directly into 3rd, I would check to see if the anchor pin for the intermediate band is broke. The valve body needs to be removed to get to the pin. You can check this with the pan off only and inspect movement of band on the drum. If this is the problem, replace it with one of my billet anchor pins.
Did the trans work well into 2nd before this happened to rule out a damaged band/drum?