Hello I've got a 2000 5.4 4x4 shift on the fly. It will not shift at all into 4 high or 4 low (it will not make any noise and no lights will come on).
I've changed the transfer case shift motor and checked all the associated fuses. The only thing it dose sometimes is when I shift it into 4x4 hi it will click in the dash and then click several times in the dash after that.

 

My truck is doing the exact same thing. I'm going to rip into it tomorrow. Does you 4x4 light come on? Mine doesn't. I had the shift fork replaced last year so it isn't that I hope. I'll keep you updated on if I find anything on my truck.

 

had the same problem in my bros expedition. the problem was the wire was lose right at the switch. was able to tell at night when u turned the lights on and the switch didnt light up.

 

My 4x4 works good but my light don't light up.

 

UPDATE:
I tore my dash apart and found a electronic relay assembly (maby the GEM) above my radio (a little black box with a plug). I took the cover apart and found one of the solder points on the board were blown out. I re-soldered the point and my 4x4 is working like a champ. before nothing would happen, no lights, no clicks. The only thing wrong was the front end would not disengage. I found that the pink vacuum line was burnt in half so I repaired that and everything works as advertised!!!!

 

Right now my transfer case motor will engage to 4x4 and then 5 seconds later it's turns back to the 2 wheel drive position so I ordered a new motor thinking that a sensor in there may not be registering that it is in 4x4. I replaced one solenoid and am going to replace the other with one of the new designed ones and after that I'm tearing into the dash. The strange thing is that I get the clicking in the dash but it clicks and then maybe 5 seconds later in clicks again so I'm clueless right now.