Your transfer case for sure. No holes in it and fluid is good? Disconnect your battery, turn you key on and lights on. Wait 10 seconds and then turn your lights and key off and reconnect your battery and place the t-case in 4low with the transmission in neutral. If that works, go back to 4high...
Did a tune up a few days ago, ACDelco plugs, Delphi wires, cap, and rotor. Installed a second battery with a tray from a Tahoe and installed an inverter to power a heating pad on the plow pump.
I had way better luck with Ford after this but this is a similar Lincoln story. Bought a new Navigator in 2011 and the gauges would go wild for a second every once in a blue moon. Scheduled a warranty and they told my wife they would order a new cluster and call us when it came in. The techs...