2000 Chevy Suburban four wheel drive

I had a functioning four wheel drive last winter. I was coming off of a frozen lake with a lot of water on top. As I left the lake I pressed the button to shift to 2 wheel drive, and it shifted. Later the same day when itried to shift to 4 wheel drive, the light would flash and then go back to 2 wheel drive. After a couple attempts the lights would not flash at all and 4 wheel drive is not engaging. I pulled the fuse in the dash for four wheel drive, and it was blown. I put in a new fuse, started the vehicle, and no lights lit up. I pressed the 4 wheel drive button and there were no lights or engagement. I shut off the vehicle and pulled the new fuse and it was also blown. All the connections on the front differential and the transfer case appear to be intact. How can I diagnose this problem or what order should I start replacing parts in? Thank you.