4WD not working
 

2005 Silverado. Have the "service 4WD" in the driver info center. On lights on the selector. They light up when you first turn the key to the on position, but when you start the engine all the lights go out.

In the past had issues with the service light coming on but the selector still lite but the red light for the N ) , but restarting the truck would reset it, and it was just a corroded ground wire.

Are there any fuses or relays? I didn't see anything within the under the hood fuse box for the transfer case or such?

Its probably an encoder motor problem or the switch it self. Take it to the dealer.

Read the code to see which one it is... The encoder is the most common other then the switch itself.

Yup. If you're under warranty, I'd take it to the dealer. I've had the "Service 4WD" message pop up on mine for as long as I've had the truck (2000 Yukon, had it since 2008). Finally hooked it up to a code reader recently and was told the same thing. I'm going to replace the switch first, as it's cheaper and (According to my buddy) a common problem. The encoder is in the hundreds.

Is there a special reader for this or is it something autozone can do? It didn't work for 2 days, now it's working fine again. So maybe the ground needs cleaning again!

No warranty, over 100K.

Most up to speed shops should have a scan tool capable of reading it. I doubt autozone will though. Might be worth looking at the connections for corrosion etc. but the issue is most likely internal as mentioned.