94 Z71 4X4 transmission won't shift out of first

Not familar with your exact transmission, but most have more than one shift solenoid. These are usually easy to access once trans bottom pan is removed.

Depends on front wheel or rear wheel drive, if it is Front wheel drive it is under the shift linkage on top of the transmission, have someone shift the car while you look under the hood, if it is rear wheel drive it is one of two places, either at the bottom of the steering column or on the side of the transmission that one looks like a cigarette lighter (that size)

you need to replace the NEUTRAL SAFETY SWITCH (some people call it a PRNDL Switch. Once you get it aligned correctly, all will be well. Install it in Neutral with the Shift indicator in Neutral. Tighten the Bolts and make sure the Park indicator is in Park and the movement of the Cable is correct. you may have to make multiple attempts to get it right.

Check speed sensor at transmission.

you have a fuse to protect the transmission located under the hood.

how much transmission fluid did you put in it takes like 9 to 10 quarts

Change the xmission fluid and filter. If that doesnt fix it, it could be the solenids, the soleniod pack, what evey they call it on a Jag.

its possible the shifters linkage is bent

Your problem likely resides with the hydraulic valve that operates the band for second gear, or lack of hydraulic pressure in the transmission. If the actuator in the transmission that operates second gear is getting sticky, then it will cause this. A filter change and flush may help, but it's likely time to start looking for someone to tear down your transmission, or replace it.

Have it scanned. Have the person who scans it pay particular attention to the Transmission temp sensor. If the Transmission temp sensor tells the ecm the transmission is cold, it won't shift to 4th. Also if it thinks the transmission is too hot it won't allow a 3-4 shift.