As said above manual hubs can be left Locked all the time if you want, 2001 and up Rangers were this way.
2WD or 4WD are done in the transfer case only, on any 4x4
For 4low you have to have clutch pedal down all the way(manual trans), and foot on the brake to shift into or out of 4low
If you are on a hill, up or down, move to a more level spot before trying to shift out of 4low, the torque on the drive shafts, at the transfer case, can hold it in 4low if on a hill
And yes there is always the possibility that the electric shift motor picked this moment to quit working.
You can tap on it with a hammer or wrench that can get it to work again, but it would need to be rebuilt, brushes are sticking.
Here is the system you have:
https://www.explorerforum.com/forums/index.php?threads/how-to-rebuild-4x4-shift-motor.123542/
You can also remove shift motor, 4 bolts and then use pliers to shift to 2WD
4th picture down shows transfer case shift rod pointed at 2WD(2H) and arrows for direction it needs to turn
But BE CAREFULL!!!
A Truck wheel needs to be blocked, on both sides, because transfer case DOES have NEUTRAL, its in between 4l and 4h across from 2h, and truck WILL ROLL AWAY in Neutral