Just thought of this... More of an off the wall thought, but ya never know... Make sure you HAVE a front drive shaft, Not sure if it is possible, but could be a regular non-4x4 axle on the front and someone removed the front driveshaft... Or a full time 4x4 axle with front drive shaft removed... In the Air Force I ran into alot of full time 4x4 Dodges in the sandbox, just don't recall any Fords...

If not the above, then possibly hub or transfer case issue with fuses, switches, etc I mentioned before...

Or, for fun, just drive up to the Ford service area and have them just "look" at it. For free, they can usually have someone see if it LOOKS like it is supposed to at least

Hope you figure it out!