4 wheel drive

Sounds like it's not working. Knock on wood I have yet to get stuck in 4WD, you would know the difference if it was working.

I agree.  Every time I've had to use 4X4, I'd get stuck or spin out in 2 wheel drive, then go to 4 wheel drive and get going again.  I make a point of only using the 4X4 when the tractor tells me I need it.  So, if/when it's working, you'll know it for sure.

you can always jack it up carefully on heavy jackstands and engage the 4 wheel with the engine not running but in gear and see what wheels are engaged. you could also press the diff.lock and check it.

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If you have a FEL on the tractor, you should be able to lift the front wheels off the ground with the FEL and then, with the engine off and the transmission in gear and 4WD selected, try to rotate the front wheels by hand.  If the whole front drive train is intact, you should find that the rear wheels being in contact with the ground prevents the front wheels from turning.  If they do rotate, then either the front drive shaft has come uncoupled internally (most common) or there is a problem in the transfer case (less likely).

I think this will work – I haven't tested it, it just seems to make sense.

If you do jack the front of the tractor up be extremely careful, tractors tilt from the center. Get some 4×4's and block the front axle on either side of the center pivot.

lifting the front axle off the ground- using the loader and have the tractor in gear (engine off)  and 4×4 selected

  Spin one front wheel- the other front wheel should spin in the opposite direction if everything is ok- due to differential action in the 3rd member and  because the front axles differential pinion  is locked (because  its in 4×4).  Unless your tractor features (front diff lock) doubt it- or the front driveline has become un coupled as stated  above  (most likely )     Hope this makes sense