I had the same problem (different car, but they all work the same), but in reverse.
My fan worked on settings 1,2 and 3, but not on 4.
I can't quite remember the exact answer, but it's something like settings 1, 2 and 3 work separately to setting 4. I think a resistor (or whatever part it was) had failed on mine ..... I'm sure your's will be something similar.
I'm pretty certain the rheostat switch has packed up. Fairly straightforward to rectify but you'll almost certainly need to take it to a Ford dealer. Regards.
More than likely the resistor. A common problem on early Focus. A leaking passenger footwell on this car a normal cause. Fan settings 123 run through resistor. Setting 4 direct hence operation on 4.
Part around £18 from Fords.
Easy job if you do normal jobs, its just a bit of a contortionist job.