There is part of engaging 4wd, that uses vacuum.If you look at the front axel, you have a vacuum canister underneath with the vacuum actuator, on the axel, that locks the front hubs. It sort of like a Dodge Ram. So if you have a vacuum leak, those little indicator lights will come on saying there is not enough vacuum to move the actuator and engage 4wd. If you rev the engine and let off the vacuum is maximized and the indicator light should go off.
You probably have a vacuum leak, and when you turn on your ac, going down the road you put your foot into the accelerator more and you have less vacuum. You may have a little leak somewhere.
Salt gets on everything under there in winter here in VA, I'm always trying to get the salt off underneath, then spraying some wd 40 on the brake lines, and vacuum lines so the salt won't eat the lines and cause a leak. I hate salt on roads. I have 96k miles on my Montero, runs good but 11 years old. I don't know what I'll replace it with when that bad day arrives. They just don't build them like this anymore.
Thanks