The lights could just be burned out or more likely the connection just came off. Crawl under and take a look. Read the instructions for the CDL (center difflock switch that Christo has) and that will tell you where the connector is.
after i got out, i dropped it back into low and ran for about 1/4 mile, seems to run good, but without the ABS or CDL light coming on, i'm unsure i was actually engaged in low. i don't have front/rear diffs :'(
basically i was coming up a really badly soaked clay hill in 4H and started to slide into the ditch. could not straighten it up, so i slowed down to a stop with my rear sliding into the ditch. put it into N, then 4L, but no ABS or CDL light.
this is the first time i tried it out and i'm pretty sure the PO never used it.
i'm about to go out and see if the lights come on when starting up (to confirm that they are not burned out) if they are good, i guess i'll check the connections on the t-case in the morning.
The diff light should also go on as well. My thought would be a burned out bulb. The ABS light won't light until you are actually locked and the diff light blinks once actuated until it is locked then on steady. Having a good functional dash is a big help.
That's where the diff light would help you. Once in low that light should blink until the mechanics lock. If that light was working on startup then at least you could determine whether or not the circuit has been actuated. Kind of cuts your searching for the problem in half. I'd start by getting that bulb working since it all should be fixed anyway.
Driving in Low range will not be confused with High range. If you drove it 1/4 mile in Low you should have noticed the difference.
If the truck is stock, shifting the transfer case to Low range will attempt to engage the center diff lock mechanism. Once this locks, the dash light stops blinking and comes on steady. You should be able to see the dash light blinking as soon as your truck is shifted into Low.
It is quite possible the bulb in the dash is fine. In my experience when you have multiple problems with a single circuit it is probably all from the same broken part. I had a chance to look at the wiring schematic and I'd look first at the center diff lock indicator switch. It is sometimes easier to troubleshoot the simpler light not working problem than the more complicated diff engagement one.
The basic layout for the bulb circuit is as follows: power comes into the combination meter (dash), through the bulb then through a couple connectors onto the center diff indicator switch and then to ground.
This is also a switch that others have had problems with. There might be a write up somewhere maybe Christo's site but I'm not sure.