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I have an '03 F350 diesel with automatic . Several days ago after driving normally, I started the truck (it was -10 at the time). The 4x4 selector switch was in 2 wheel drive position. The 4x4 indicator and the low range indicator both lite up. The truck is now locked in low range. The selector switch has no effect. The hubs did not engage. The truck is definitely in 2 wd but will go into 4 wd if the hubs are manually locked. (It had been much colder for several days prior and yesterday it did get above freezing. I don't think cold is an issue, but I don't know). What's up?
I can only address the hub problem...
You most likely have a vacuum leak. Lock the hubs and engage 4X4.
Turn on your floor heater. If it blows out of the defrost, you have a vacuum leak. Track it down from the hub to the right fender well.
You can pull the line at the hub and cap it. Hopefully you will still get defrost. If you don't, then it may be a leak at the hub seal.
Most often it is in the rubber lines, if so, replace the lines and that should square that problem away. Or you could just cap it at the fender and always manually lock the hubs.
If you really need to, you can take off the servo motor, and rotate the shifter in the transfer case manually with a socket wrench - not sure of the size, but it's a square socket drive size. To get it out of 4LOW, you might need to jack the back end of the truck off the ground, and maybe try rotating the driveshaft while turning the shifter to get it out. BE CAREFUL.
If it just went into 4x4 (and then into LOW) by itself, there is definitely something wrong. I'd start with the switch and check it with an OHM meter. If you need more specifics, please ask.