If you pull the actuator from the side of the disconnect (2 small bolts) you can pull it out and then engage the 4x4. It should move in and out depending on which mode you're calling for. If it moves then you know it isn't the actuator.
You could test the front disconnect by engaging 4x4, jack the passenger side up (in park of course, truck turned off), leaving the driver side tire on the ground, and then trying to spin the front wheel by hand. If 4x4 is engaged properly you shouldn't be able to spin it. If you can, look underneath the truck while spinning the front wheel. If the front drive shaft spins then you've got some issue at the transfer case (not engaging due to encoder motor problem perhaps, or something else). If the drive shaft does not spin, then the disconnect or the differential is broken. It would be far more likely the disconnect is the problem than the front differential.