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The manual shows 3 fuses for the 4X4. They are #5, 10 and 11 under the dash.
I would start by checking all of those.
If that's not it then to properly diagnose it you need a scan tool that will communicate with the 4X4 and GEM modules.
Today I replaced a 4X4 control module on a Sport Track for the same problem you're having. The scan tool led me to diagnose it as being bad. The module is behind the kick panel on the passenger's side.
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