On my '09 XLT I get no indicator light when the vehicle is in 4 auto or 4 high. When I initially shift it into 4A or 4H, I get the "4x4 Shift in Progress" message, but nothing else. In 4 lo, I get the "4x4 Shift in Progress" message, followed by an indicator that reads "4x4 Low" (or something...