There are 3, 4 if you count brake light fuse
Have a look at PDF
Lights on 4WD switch will usually flash if there is a hub or transfer case issue, no lights is usually a blown fuse but could be GEM issue
The 1998-2000 Rangers used Pulse Vacuum hubs(PVH) this was a poorly designed system and had hub issues within a few years from new, this won't cause "no light" issue but will cause no working 4WD or flashing light when hubs won't lock
Many switch to AVM Rugged Ridge Locking hubs when time and money permits, good read here on PVH: http://www.therangerstation.com/tech...pvh_hubs.shtml
Permanently lock PVH here: http://www.therangerstation.com/Maga...04/offroad.htm
In 2001 Ford changed Rangers to permanently locked front axles, they call it Live Axle, so doing the above is just making your '99 hubs into '01 hubs, lol.