(Everything said in this post assumes a C harmonica.)
Each Fourkey harp also has, in addition to the mentioned modes, one melodic minor scale, namely the minor parallel to the lowest of the 4 major keys. For example, a harp labelled in C has a harmonic Am scale:
has the scale 'a', 'b', 'c', 'd', 'e', 'f#', 'g#', 'a', 'g', 'f', 'e', 'd', 'c', 'b', 'a'.
What's sort-of going on is that playing in 4th position lets you play either a normal major scale or a natural minor scale, and the various minor modes could (in a way) be viewed as having elements from both major and minor scales. Note also that this include all the notes to play in harmonic minor, as well as Dorian minor.
As 4th position also lets you play a Mixolydian scale, it seems to be a very free position to play in
3rd position lets you play a major, Mixolydian and the scale jazz people refer to as "melodic minor" , that is, a scale that starting from an 'a' looks like this: 'a', 'b', 'c', 'd', 'e', 'f#', 'g#', 'a', both going up and down.
2nd position lets you play a major scale or a Mixolydian scale.
1st position pretty much means you're stuck with the major scale. The notes outside the major scale are precisely those that are the least likely to show up as accidentals.
This far, the positions mentioned are those that can deliver a major scale without bends, but there are more positions! I will not go through them all here, but I'll mention one:
5th position. On a C harp that's the scales starting on an 'e'. Here, there we cannot get the major scale without bending, but we CAN get a natural minor scale and a Dorian scale.
I might continue tomorrow, but now I'm off for bed. Interestingly enough it seems first position is this far actually, in some sense, the WORST position to play!