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The rotors could be rusted to the pad, the parking brake could be stuck on that wheel as well.
Your rear end could be locked, disconnect the drive shaft and push it by hand, that would verify the rear end.
Does it have an electrical connector on the diff cover?
Yes transfer case in neutral would be the same, some Jeeps were all time awd and not able to be put in neutral.
That is the lock up solenoid, if it has the quadra drive, the solenoid could be your problem as well. You need to remove the rear cover to expose the solenoid.
Make sure the connector is tight.
Yes I would look under the trunk for broken wires. The Diff lock up feature is electronically controlled. The e brake shoes are in the hat of the rear rotor.
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Thank you so much!
OK thank you