Keep in mind that the module is less likely (and more expensive to replace unless you get a junkyard pull) than other causes like failure of a transfer case or ABS speed sensor, or shift motor position sensor.
Forscan app and an OBDII dongle might be able to see some of those sensors.
More elaboration might help. Are you stating that you are trying to put it in 4High and it won't engage? If so is that the only time the lights are flashing? Are you trying to put it in 4Low and that's when they flash?
Were you doing neither and the light started flashing just driving around in 4Auto, and then just as a test you tried to engage 4High and found it didn't work?