Interesting...
Battery died, jumped it and now 4wd appears to work. I switched to 4h and 4l and I heard the clicking and the "4x4" light came on. I'll see if it's working later. I can't remember, is the "4x4" light come on for both 4h and 4l, or does each gear have it's own light?
That would suggest electrical gremlin. Possibly gem module?!