2002 Silverado 4X4 question, help! Lol

I have a 2002 silverado 4X4 with 38,000 miles and a 5.3L. I got stuck in the snow today and I figured no prob I put it in 4H my right front and left rear tires spun, got nowhere. So I put it in 4L figuring all 4 wheels would lock up but nope same 2 wheels spun. Is there something wrong? I thought in 4L all 4 wheels locked in? Are there any aftermarket parts I can add to lock up all 4 wheels while in 4L?