Why won’t my4WD drive engage?

2004 Chevy s10 4×4. Locked it in. Rough land. Everything ok. Drove it for a while in 2 wd . Started to make a clicking noise. On passenger side front tire area[front wheel]. Noise got loud. Replaced vacuum valve senor, accumulator, and cable. Noise has stopped. But it won.t go into 4wd? No more noise. No idiot light on dash. What should I try next? Why won’t my 4WD drive engage?
2004 Chevy S-10