It could be...
Transfer case not engaging, or the hubs not engaging. Maybe it's a combo of both. Have you checked the vacuum lines running to the hubs?
2013 STX, RCSB, Tuxedo Black, 5.0, 4x4, 3.55 ELD, 201A, Fierce Attitude M/T's, Muffler Delete, Tint, Factory Bed-Liner, Raptor Taillights
2012 XLT Screw 145" 5.0 4x4, 3.55 ELD, 301A, Duratracs, Blue-Flame w/ Silver, Tow, Tint, BedLiner