Make sure the hubs are locking. Jack up the front end, lock the hub and spin the tire. Does the axle shaft turn or not and are the axle shafts present with CV joints intact. Then see if the front driveshaft is turning (in 2H - and that there is a front driveshaft installed) when you spin a tire and then try turning the front shaft by hand and see if the front wheels turn. Then go into 4H and the front shaft should not be able to be turned. If it does move by hand, pull the t-case shifter and see if it is installed right. It is possible to stab the end of the shifter in wrong and not be able to access all the gears.