sounds like you have a vacuum leak somewhere.
how are you testing the lockout hubs? i would check at the hub with a mightyvac and short piece of tubing to actuate the hub, then at the solenoid to check for leaks between the solenoid and the hub then upstream of the solenoid to check the solenoid.
solenoid on the passenger fender? you could probably put a mighty vac on the vacuum line supplying it, then switch the 4WD switch. might not have enough to really pull the hubs, but at least should hold some vacuum to diagnose.
good luck