This ones a twofer. One- the lights are all on a 15A fuse in the kick panel labeled tail. This fuse powers the tail light relay that powers all the lights you decribed. Poss bad fuse, replace and see what happens. Two- The Front wheels are triggered by an air pump on the axle that get its on command from the computer. The pcm(computer) also works the 4wd light. If the lights on the switches for the 4wd functions are working and the computer is "seeing" that request turning the light on. Have the power to the motor tested before just throwing parts at it. Hope this helps.