Also possibly the CDL is engaged and the light isn't working?? Seems like that light on the dash has been known to go out often.
You should be able to tell if the button is depressed or just do a tight circle and see if it bucks a little
The roaring fan clutch isn't necessarily a bad thing. I love to hear mine roar to life in the morning, but then you should hear it mellow out after 15-30 seconds upon a cold start. When wheeling in 4 low and CDL engaged it definitely roars.
Is there a chance for some reason it isn't going into...