How many miles on Vehicle\Engin\Trans?
What's the Transmission level, warmed up idling in Park?
How long since last Tranny service: BandAdjust + PanDrop + New Filter + New PanGasket + New 5~6qtMerconV?
When 5r55e starts failing & losing ATF pressure, Reverse is first gear to stop working, requires highest pressure.
Any other Transmission issues, like slipping while shifting gears 2~3?
FYI, 2005 SportTrac is considered part of the 2001~2005 Gen1 series.
Sounds like the Reverse band is gone be careful driving, you have very limited miles before complete failure, try and find a new remand if you can other wise your options are limited