I've got a 2000 blazer that has been working great in 4wd for the past few months. Well, until recently when it snowed another foot. I press 4wd and the 4lo and 4hi blink and it stays in 2hi. I figured out if I put the trans in neutral I can get it to go into 4lo and after a few tries back to 2hi. Sometimes from 4lo it will goto 4hi, but mainly just the both blinking and either staying in 4lo or going into 2hi. Right now, both 4hi and 4lo lights are engaged, not blinking. I don't know what this means, I guess it's binding? I don't know where to start with this thing, I'm used to old Jeeps!

 

If you do not have an Auto4wd option, I would start with the DIY article: OBD2 Non-Automatic Transfer Case Diagnostics