There should be a fuse under the dash, left side of steering column. Looks like second row, second fuse is for 4WD.
Have you done a over all inspection of the front drive system? All the linkage is in place and nothing looks like it has been modified?
If the transfer case is in 2 wheel drive, you should be able to turn the front drive shaft by hand. I guess first things first, if you shift into 4 wheel drive, try to turn the drive shaft. (with the engine turned off and in Park) It should be locked into gear and not able to turn. If that is the case, then it has to be the actuator on the front axle.
I would try putting it into 4 wheel drive with the ignition turned on, but without the engine running, check for voltage at the actuator under the truck. Let us know what you find..............