Still sounds like a vacuum issue, and seems like you've pinpointed it, I just don't know squat about the HVAC systems on these... Sounds like it might just be a small leak on yours, since it works on some settings but other settings where it may require more vacuum for the HVAC controls, it's not enough to lock the hubs!? just thinking out loud here...

 

yep. the hose that comes from the hubs was conected to the heater control valve, switch them and now everything is working fine

this guy had the same problem
Four wheel drive and A/C issues - Ford Truck Enthusiasts Forums

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now i have to find the hose that conects to the heater control valve.
one side goes inside the truck and the other side goes to __?___