2010 Ford Escape fan control only functions on high which is the # 4 setting. What could be wrong?

The other three speeds for the fan just turns off the fan. Can just a switch be replaced? If so, how is the cover plate removed?

That's going to be the motor resister pack. Follow the fan wiring to the resister pack that is mounted in the heater box a foot or two from the motor which is under the passenger side of the dash. Just a couple of screws and it pulls out. Take it to Advance Auto and buy one at the parts counter. Make sure it has the same connectors and size.

Probably just a relay.