I'm not sure where you have looked but ep 1 is repeated at 11pm this Wednesday, according to the Radio Times web page http://www.radiotimes.com/programme/tjymc/mr-selfridge
If a particular programme is missing from a specific service it will almost certainly be a licensing issue. (i.e. Sky hasn't bought the rights to show Mr Selfridge via its catchup services).
The situation is broadly analogous that with Now TV, which can show all of the GOLD output except Happy Days and 'Allo 'Allo, all of Sky Living except Criminal Minds and CSI, etc. If they've not been able to negotiate the rights they can't show a particular programme.
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