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I would check ALL grounds first. Make sure the ground from the connector to the truck is good and then work back from there. Remember, some trailer lights ground through their mount studs so they need to be against bare metal and not rust. Bad gounds will drive you nuts on trailers.
Another possibility is a bad trailer running lights relay. Have you checked that.
Should be under the hood.
A 2004 Ranger does not have a trailer running lights relay. If the other lights on the trailer were working it would have to be the Fuse #2 as I have stated above.