I have the same problem, after going through testing switches and wires it all points to the resistor being the problem. Took it out and tested continuity between pins (as the service manual says), and appears fine, although it does have some corrosion on one of the contacts where it joins the circuit board. In the electrical plug I swapped fan speed 1 with fan speed 2 wire (red and yellow I think it was), and my fan then worked on speed 1 (at #2 speed), but not on speed two. Which means it is definitely the resistor.
Apparently fan speed 4 doesn't use this resistor so if you loose 1, 2 or 3, but not 4 it is likely to be the resistor.
If you look down near your fan motor there is a plug with 4 wires, un-plug it and then there are two small screws holding the resistor/circuit board in.
The dealer also said they had replaced a quite a few of them recently, but unfortunately they also quoted me $305!!
I'm looking at getting one from the states if i can find one that matches. Has anyone else done this?