I am having the exact same problem with shift on the fly and ac, I also live in texas.
I submitted the folowing just a few minutes ago.

I have a 2001 Ford F250 V10 4x4. I Selected 4x4 high at full stop rear wheels were in sand, light came on but only rear wheels turned, felt vibration. Got home at complete stop in nutural I could here a switching noise. Tested on a gravel road but couldn't tell if front wheels were ingaged.

What is the best way to test and what could be the possible problem