1999 GMC Jimmy

Transfercase may be lacking fluid. Inspect fluid level and fill it to its proper level. Also, check fuse to the TCM (TransferCase Control Module)

Also, apologies for this second reply, try putting it in neutral then pressing the "2HI" button.

Make sure the actuator on the transfer case is getting power. Check wiring to it and the plug. If there is power to it, remove the actuator and check for operation.