95 Explorer XL 4x4 problem

Hello all
The other day a friend of mine called me to come pull his 2wd ranger out of his muddy field so I took my wifes Explorer over to get him out. We hooked the tow strap up and I put the Explorer 4x4 auto. I started pulling him out but I was just spinning so I put it in 4x4 low and tried again. Still just spinning so I got my buddy to get out to watch to see if my front wheels were pulling and they weren't. I tried switching back and forth between 4x4 auto and low still 4x4 would not engage. The light on the dash said it was in 4x4 but it wasn't. I checked all the fuses connected to the 4x4 system and all were good. After getting both vehicles out in 2wd I was heading home not realizing I was still in 4x4 auto. after getting up to about 35 or 40 mph I started hearing and feeling a loud clunking noise from the front end. I switched back to 2wd and the noise stopped. As I said this is my wifes vehicle and with winter quickly approaching I need to get the 4x4 fixed for her. Does anyone have any Idea what the problem could be. Thanks in advance for any help that anyone can give me.

Well I pulled the shifter motor off of the transfer case. I left the harness plugged into it and had someone turn the 4x4 switch while I watched the motor to see if it turned, It didn't. So I got a new shifter motor, plugged it in, did the same test and it didn't turn either. I checked all the fuses again and they were all good. After further investigation I found out that my back up lights and the overdrive off button on the shifter weren't working all of which are on the same fuse #26 15amp. I tested the fuse slot for voltage and it showed 12.5 volts. Does anyone know if there is a relay on this circuit, if not can anyone point me in the right direction to finding the problem. If all else fails, could I run a hot wire with a toggle switch to the shift motor to make it shift into 4wd. Once again thanks to anyone that can offer some advice.