I have the select trax 4x4. It shifts in to full time 4x4, the light comes on on the dash. When I shift back to 2wheel the light goes off but it takes a while for it to drop back to 2x4.
Is that normal? Are there things I need to check and possibly replace?

 

How long is "a while", and how
Are you shifting? A few seconds is normal.

 

It seems if I just drop it back to 2x4 and keep driving forward it might stay in 4x4 for a mile or so.

 

Everytime you shift back to 2wd, reverse for about 10-20 feet. Some old timer taught me that and it works Everytime.

 

I grue up driving a 1978 ford that you had to pretty much back up to get it to disengage, WOW, must make me an Old Timer !! LOL !!

 

Here's how the factory suggests you shift the transfer case and I've been doing this since these things were new and I worked at the dealership. Quoted from the owner's manual.

"To engage, shift the transfer case lever from 2H to 4H while the vehicle is moving at any legal speed". I let off the gas, throw the lever, and then tap the gas and let off.

4L position: " To engage, slow the vehicle to 2-3 MPH , shift the transmission to Neutral, then shift the transfer lever to the right and pull firmly rearward to 4L".