Several factors could be at play.
Try the transfer relays in engine bay. These live in a black box - in my 2009 model, near the battery.
Failing that, check fuses. There's a box (again, in mine) near the ABS unit with a heap of fuses in it, if you can't find the fuse in the first box above. Testing the fuse with a multimeter is NOT sufficient, it must be removed in case the tabs of the fuse have oxidised a little (which will stop power flowing but allow the fuse to test ok).