Does N1-methyl-pseudouridine occur naturally in any RNA?
N1-methyl-pseudouridine occurs naturally in the tRNAs of most archaea. It replaces the ribothymidine found in the TΨC-loop of eubacterial and eukaryotic tRNAs.

Although the enzyme responsible for the conversion of uridine to pseudouridine has been known for some time, it is only relatively recently (2012) that the gene for the methylation of the pseudouridine was reported in a paper, the introduction to which provides a useful background to the topic.
Original References
Pang, H. et al. (1962) J.Biol.Chem. 257 3589-3593
Gupta, R. (1964) J.Biol.Chem. 259 9461-9471