My 2001 f250 7.3 4x4

Did you try being completely stopped with the truck running, put the transmission gear selector in neutral, then select 4low? Turn the front lock out hubs, then drop it into drive and take off.

Yes I did and it engaged the first time but when I came out and try it again it would not engage and no light on the dash board

You might want to take it to a mechanic at this point. Hit and miss sounds like an electrical problem.