i have a 92 GMC Z71 and my 4wd wont lock in
my buddy has a 96 gmc sierra with similar problems what all he does is when he needs it he has to engage and disengage it just keep fiddling with it then it should hook up. try driving with it engage till it hooks up
my truck did the same thing you might need to replace the front differential solenoid actuator. thats what was wrong with mine
mine normally only locks in when its in neutral try outting it in park or like barely rolling when u put it in
you have to wait for it to lock in but you have to have it ether in park or neutral.