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That is pretty odd if it really will only start in N and not first. You have tried over and over in first or is it intermittent and could just be coincidental? I have seen starter failures, could be a place to start. You can check the clutch safety switch if you put a test lamp on the start purple wire while someone attempts to crank for you.
So if I am reading that schematic correctly - on the theft deterrent relay:
Red is B+ hot at all times
Yellow is 12V+ that goes through the clutch pedal switch?
Yel/blk is 12V- that is normally closed to ground unless the BCM opens it because of VATS? Or normally open and the BCM closes it when the resistance is correct?
Purple is 12V+ output to starter.