The neutral/foot on brake or park is only if you are shifting into 4L. If you are shifting into 4H, applying light throttle up to 55 mph shift on the fly is fine ( per owners manual ).
Operationally vacuum holds the IWE ( Integrated Wheel Ends ) out, and once vac is removed the spring engages the IWE.
Lift and support the front of the truck so the front wheels are off
the ground ( take safety precautions, chock wheels, jack stands, etc )
Key on, engage 4x4 and try to turn the front drive shaft.
If it turns it is a problem with the transfer case.
If it doesn't it is a front axle engagement problem.
- If the front drive shaft does not turn :
of the truck ( still jacked up, and supported ) remove the vac lines
from the IWE. The spring should push the gears in, without the vac line
Check the vent line ( tube that is routed into the engine compartment with nothing attached to it ), for blockages.
If the vent line is clear, and with the vac lines off the IWE should be engaged ( both front wheels locked ).
they lock, the problem is with the IWE solenoid not shutting off vacuum
to the IWEs. There is a TSB on the 2004-2006 IWE solenoids, a newer
revision has been made, and used from 2007 and newer MYs.
Here is a block diagram of the IWE system
If the front drive shaft turns, I have seen some lightly hit the back of the transfer case, to free up the shift motor, with mixed results.
If you had a vacuum leak, the front wheels would be locked in, or poping in and out of locked in, causing a grinding noise ( IWE gears not engaging fully, grinding the teeth off ).
If you find a problem with the vacuum lines or the IWE solenoids, you can pull the vacuum lines and plug them, this would leave the front wheels locked in all the time. Fine for short use, don't try racing like this ( pushing a dead axle is a lot of HP requirements )