First of all lets start with the basics. When you switch it to 4x4 does the front driveshaft turn with the wheels off the ground? If not, electrical issue, possible t-case issue. If so, check vacuum.
Make sure your vacuum pump is working, you should hear it turn on, with key on engine off, and you could try changing your interior heater vents from floor, to dash level make sure it changes. Next there is a vacuum line by the vacuum resivoir off a vacuum solenoid, it goes down on passenger side of motor between motor and passenger fender. Make sure you have vacuum there, once you turn it to 4x4 it will apply vacuum for approx 30 seconds then turn off. It will also re-apply vacuum when changing back to 2wd. If you have vacuum at the top connector, check down at both wheels, there will a be a vacuum line to each steering knuckle and check for vacuum there. If you have vacuum at the top connector, none at the bottom then you have a vacuum leak (obviously) pull the line and fix it. (you can tie in wiper hose whereever it is broken, with a couple zap straps)