I'm having the same problem with my '02 Trailblazer.
My 4x4 is not working at all. There are no lights on the switch, and there is no 4x4 warning lights on the cluster. Vehcile is in 2HI all the time.
I am dropping it off to the mechanic tomorrow and will post what happens...
Please let me know how you resolved your problem with your Envoy.
Thanks!