This morning I pushed the 4wd button and while going through some snow, I heard a clunking and hammering sound about where my feet where. When I pushed the 2wd button it went away. This afternoon when I push the 4wd button, nothing, no front wheel power (like being in 2wd) I hear the click of the relay. No warning lights or messages on the dash
4wd problems on 2002 Chevrolet Silverado 2500 HD
i am having the same problem at first we thought it was in the front differential but after a closer inspection we found that i would lose the front end when we put it down on the ground it would pop out of 4wd at the transfer case
We just added this article last week, hopefully it will help you with your 4wd issue: http://repairpal.com/gm-4wd-warning-light-issues
Sounds like there is an issue with the transfer case. Get it to a shop and have it checked out before you get stuck without your 4wd. Good Luck!