Connections are on the large unit attached to the rear of the gearbox. Can't miss it - it has one drive shaft coming out heading to the diff at the rear, and another coming out the front.
The servo control is at the rear and can actually be removed so that the mechanism can be operated manually. It's not a bad idea to give it a try because it'll isolate whether it's the servo itself, the wait sensor or the 4WD position sensor. Here's how:
Remove the servo, then insert a large flat-bladed screwdriver into the opening (if you look in, you'll see a large slot). Turning it 90 degrees will engage 4WD. Turning it a further 180 degrees will engage 4LO. You should be able to hear the mechanism engaging.
Which reminds me - you ought to be able to hear 4LO being engaged even with the engine running. Do this first: Hop in, turn on the ignition but don't start the car. Put your gearbox in neutral, put your foot on the brake then select 4LO. You should hear quite a substantial 'clunk'. If you don't, the servo might have a problem, or maybe a transfer relay has failed - or even just a fuse! I think these could be checked before pulling the car apart.
Fuses and relays are located in the black box just behind the battery in the engine bay in your model.
