It is most likely you have more than one issue in play here, and it is certain that whatever was done before to correct it was not the issue.
The TCL and Service Engine Soon lights are tied together in 95% of instances; this is because the TCL system uses engine management in addition to traditional ABS to operate, so any fault that affects the engine control (be it sensor related, fuel trim related, etc) will cause both lights to go on.
Being able to tell what the problem is for that is impossible without a scan tool to read both systems and see what faults are being reported and use that the either identify the failed part if it is a direct fault (like a sensor fault) or help diagnose the system if it is an operational fault (fuel trim etc).
The transfer case light is possible to be related, but not always. The transfer case light will come on whenever there is a problem with the front axle control system (switches, solenoid valves etc) or the speed detection system (wheel speed, prop shaft speed etc), the latter of which is able to tie in to the TCL system, though it is pretty rare to have an issue there.
The vast majority of the time when people have the transfer light on in this model it is going to be a failure of the free wheel solenoid clutch valve pack located beneath the air filter. This part is extremely common to fail and is the number one reason for that light to come on. They fail a lot. The same issue applies here though... getting the trouble code that is turning the light on would speed the diagnosis up considerably and help to identify the exact issue rather than just throwing parts at it and hoping for the best.
I would let the shop have one more shot at it since you are already financially committed to them, but I would let them know that you do not want to pay for any more guesses... that will end up costing a fortune. If they are unable to accurately scan and diagnose the vehicle then it would be best to get the truck to a more competent/confident shop.