take a hammer and crawl underneath the Expy.
on the back of the transfer case there is a small motor. looks like a red-bull can.'
"lightly" tap on that motor with the hammer. start the Expy and shift into 4x4. This is a very common problem from the early 90's that seems to happen periodically even on these newer vehicles.
if that doesn't work, try checking the fuses for a blown one