Probably need to look at the auto hubs. Is there a clicking sound?

Put it in 4WD and drive in a tight circle. If there is a clicking sound, replace the side that's not clicking. Sounds weird, but the clicking one is the one that's trying to operate. The other one is not.

So, do that and get back with us.

Also, if you can double check and make sure your front drive shaft is turning (I'm betting that it is because your light is on) that would be great.