I'd start at the front & work your way back...

Are there manual locking hubs on the front axle?
Are the half shafts intact on the front axle?
Is there a driveshaft from the transfer case to the front axle?
Is the wiring harness properly connected to the TOD computer?
Is the fuse for the TOD system blown or removed?
Any suspect switches in the interior, that might be a manual TOD cut off?
(I suspect not on the last two, since the indicator lights up)

Maybe search the VIN in the members list, to see if you could get some info from the previous owner(s)