When you say that 4WD High range won't engage on your Jeep, does that mean that 4WD Low range does engage? Or haven't you tried Low range yet?

That question is important, because your 4WD light is controlled by a switch that is in your transfer case. Whenever the transfer case is shifted such that the front axle is engaged, the 4WD light is turned on.

So, if the light won't come on in either high range or low range, then the problem could have one of five likely causes:

1) The switch in the transfer case is bad.

2) The connection at the switch on the transfer case is dirty or corroded.

3) There is a break in the wiring from the switch on the transfer case and the 4WD light socket on the dash.

4) There is a bad light bulb in the 4WD socket on the dash.

5) It could be that the problem is in the linkage or internal part in the transfer case. If the transfer case isn't shifting into 4WD, then the 4WD light is acting as it should, and the problem is with the t-cas linkage or something internal to the t-case.

Regarding the inability to shift into 4WD High -- the majority of "failure ot shift into 4wd" problems are caused by dirty linkage at the transfer case. I'd suggest first cleaning the linkage really good, and then lubricating it well.