Is the system ESOF ( Electronic Shift On the Fly ) or MSOF ( Mechanical Shift On the Fly ) ?
Lift and support the front of the truck so the front wheels are off the ground ( take safety precautions, chock wheels, jack stands, etc )
Key on, engage 4x4 and try to turn the front drive shaft.
If it turns it is a problem with the transfer case.
If it doesn't it is a front axle engagement problem.
I would suspect that the front drive shaft does not turn, and the issue is with the vacuum lines for the front axle.
You can check the vacuum lines with the engine running, and have a vacuum gauge on the front disconnect motor. Pink line is 2WD operation ( unlocks the front axle ) Light Blue is the 4WD operation ( locks the axle ).
The disconnect motor is on the front axle, item #10 in the picture below
Picture of it.
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