Is trany fluid low?
If you can actually feel the tranny go into gear then the problem is in the transfer case. Most likely will have to be overhauled or replaced with a new or if budget is tight a warrantied used one might be the way to go.
Looking for a Used Explorer in your area?
CarGurus has 69,471 nationwide Explorer listings starting at $1,000.
Search Ford Explorer Questions
Ford Explorer Experts