I agree, it's a little hard to believe that there's no bank 1 sensor 1. You might want to try different software. I know PCMScan has a fast mode that trusts the cars "supported signals" list, and an aggressive mode that doubts the car and tests each signal individually. The aggressive mode takes longer, but sometimes it works better.
It's not the chip -- if you can get one signal, you can get them all. Post the results if you try some other software. I'm curious to hear if it's the software or just the car.