Hi, newbie here. My 2001 Excursion Limited w/v10, Auto tranny, shift on the fly electric transfer case is acting up. When the truck is cold, meaning not running for a while or sitting for a period long enough to cool down, not indicative of atmospheric temperature, the 4wd will engage through hi and low and back down to 2wd, it will also stay in 4wd as long as I don't put it in 2wd. When the truck warms up the transfer case will not engage the 4wd and the lights wont come on. Also if the truck is in 4wd and warms up the transfer case will not disengage the 4wd out of the range it is in. When the truck cools down it'll do whatever you tell it to. All vacuum lines were checked and have no leaks or draw down. Darndest thing Ive ever seen!

 

I was having an issue with it not shifting the transfer case into 4WD. Didn't drive it to see if temp was a factor but I found a thread on here that pointed me to the relays on the drivers side near the brake master cylinder. Pulled the cover off, swapped the two relays and the problem went away. Replaced the bad relay.

Not sure it will help you but it took all of 5 minutes to do it.
Michael