try to check the fuses first under the drivers side dash. if those turns out fine. check the boxes behind the radio in the center console. the 4wd controller box is the black on that is directly accesible after removing the radio. this has a connector which only has 10 wires. check if the blue wire with yellow strip has 12v to it and the baclk wire is grounded to chassis.(use multimeter or VOM). the ABS box is just underneath that. aluminum colored with white/yellow sticker and a yellow connector. try to just remopve and reinsert the connector. if this doesnt solve the prob. check under the hood. its in the right inner fender/tire well. try to check if there is 12v on the blue/yellow wire on the vacuum solenoids connected for the 4wd. you can also test the solenoids by directly feeding 12volts to them and see if it clicks like a relay, if one fails to click, then it might be damaged.incidentally the ABS is also just beside the solenoid. just check the connectors on it.

btw also check all the vacuum lines for leaks.