Then that’s one of your problems.
The ESP-01 needs to be running AT firmware, and uploading a sketch to it overwrites that firmware. You need to re-install the AT firmware (which can’t be done via the Arduino IDE).
This might help you in that quest:
Your other problems are to do with this:
Your Arduino sketch says that you’ll be using Serial1 to communicate with your ESP-01…
Yet you’re connecting the ESP to Serial instead.
Serial1 on the Mega are pins 19 (Rx) and 18 (Tx).
In addition, the Tx on one device needs to connect to the Rx on the other and vice-versa, so it should look like this:
ESP-01 Tx ——> Mega pin 19
ESP-01 Rx ——> Mega pin 18
Pete.