2004 Chevrolet Silverado 1500 Question: Changes drive mode after turning off

I have an 04 z71 I have put about 179000 miles on it I keep getting check 4wd warning and when its wet or cold truck likes to put itself into auto 4wd or 4lo and no recently it indicator lights stopped working for a few days on a really cold snap. just replaced my transmission not to long ago but not transfer case had issue before trans replacement I don't work at a dealer I have no access to a scan tool wondering what it could be