I've had a similar issue engaging 1st gear on an M5OD-R1 with a Hurst for many years. I've honestly just sort of chalked it up as a gremlin at this point.
About 6-7 years ago the whole transmission was rebuilt (Hurst issue was addressed at the time). It previously had a problem where if I started the truck in neutral it would not go into 1st and sometimes not reverse either. It continued doing it after the rebuild. Once moving after starting, it will happily engage any gear but many thousands of miles, 3 full clutch jobs, and being tortured with blistering Houston heat in inner city traffic later it still occasionally will not engage 1st gear while at a dead stop. Zero pattern, rhyme, reason, or discernible culprit part that has not been rebuilt or replaced at least once if not twice or more now.
For years I've always started my truck in gear because of it (it fails to engage maybe 25% or less of the time but starting it in gear every time alleviates the issue entirely). Maybe 2-5 times a month it refuses to go into 1st from neutral, truck running at a dead stop (most often at the drive-thru); when that happens I pop it into 2nd then go straight to 1st (don't even have to get it moving at all it will just slide in like normal after hitting 2nd gear).
Done that for many years and miles, no clue what causes it, done it everywhere from northern Ohio winter to Texas summer. Just a gremlin at this point. I start in gear (say what you will but after 6+ years of doing it daily it clearly has had no real detrimental effect as I even ran the truck from the east coast to Texas on a 26 hour straight trip averaging 75-80mph with the engine turning about 3000rpm most of the way with zero issues) and it has done zero to harm to my truck, most Rangers won't start without the clutch pedal pressed anyways so at that point there's no real world difference whether the truck is in neutral or in gear.
DISCLAIMER:
Always start a manual transmission vehicle with the clutch pedal pressed whether you think it's in neutral or not. This is a small thing to do to prevent (and I've seen this mistake total a '69 Camaro plus a handful of C1/C2 style Corvettes) that car potentially taking off forward or backward on you and causing damage or injury (often both when it jumps forward and sandwiches a couple pedestrians into a wall). Always start with your foot on that clutch whether your vehicle has a lockout safety switch on the ignition or not and always be aware most cars older than roughly 1980 do not have that safety feature!
EDIT:
The only recent time it had trouble engaging consistently was after a 60-75 mile highway drive (with a mile or two of stop and go traffic) where I immediately headed out into off-road beach driving without letting it cool. After a good 10-15 miles of rowdy sand roostertails, sudden clutch-dump downshifts (to keep from bogging down), constant 2500rpm cruising to keep in the powerband in case I hit some soft stuff, and a couple clicks of the 4x4 switch when I bogged or dug my rear tires in, it got hot enough that it was starting to become hard to engage 1st, 2nd, and 3rd (not going fast enough on the beach to get past 3rd even with 4.10 gears). At that point I shut it down, hung out with some folks for an hour or so, and everything was normal when I started it back up for more rowdy beach hooliganism. For the next couple hours it would only go into 1st if I was moving, once I stopped I had to hit 2nd then it would slide nicely into 1st. If I had to guess I'd say it's a combination of being an aluminum-cased design and running on thin ATF, it can get heat-soaked quicker than most other transmissions and once there the fluid is not doing it many favors; the aluminum case will cycle it out quick enough but once that ATF is near max temp (roughly 300 degrees I believe) it's likely going to become difficult to shift and could be risking internal damage if it gets too much hotter. Either way, I blame the heat transfer capabilities if anything and the ATF is likely central to that; although, that's what these manuals were designed to operate with so anything other than specific ATF inside runs an even higher risk damage. Be VERY aware and cautious of the exact brand and specs of any fluid or additive going in that trans, also 30K mile change intervals often prove too long and I personally find 20K mile intervals to already be approaching the lifespan of standard Motorcraft Mercon I and Mercon V. Using any other brand or type of ATF in your transmission could actually be the cause of this issue, I've seen that once or twice myself in the past.