Can't see how shifting your transfer case could blow out all dash lights, but as Habbibie said, they may be tied in somehow. I have a wiring book for 2000 at home, along with owners book . I'll check when I get home. Could be the sudden surge took out already weak bulbs. Just because fuses look good, don't assume they are. If a fuse looks good, I still use an ohmeter set to beep continuity function, to be sure . The small amp ones sometimes look ok, but are dead , 5 amp ones are famous for that. Also check said fuse for power across both legs of fuse terminal for 12 volts. If your four wheel drive is still operating I doubt any relay blew. Dash lights are 5-10 amp circuits as a rule. You might have to pull the speedo cluster if all else checks out. If the bulbs are fried, do yourself a favor and grab a few Ford ones, the Sylvania and others don't last as long.
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