Edit your profile information to list your year vehicle and mods it has, transmission etc.
Verify that the 4wd is actually working and that should help narrow down the problem some. If it does work, then it may be a switch or a wire.
Let us know,
Rich

Active duty US Coast Guard helicopter mechanic (IA)
87 Monty
2.6
auto in progress
31X10.50 mudders
ARB
Warn 6000
Many hours of sweat and pain
Previously Badas87-2dr