2003 Chevy Tahoe 4X4 problem

The service four wheel drive message comes on. I have replaced the selector switch on the dash. I also replaced the transfer case control module and had it programmed by the dealer. I changed the fluids in everything. Im down to maybe a transfer case motor or a speed sensor not sure. When I start it up the selector lights on the dash switch are supposed to stay where you left it but it has a mind of its own. It may start in low range, automatic, or really any of them, but what the main thing is when driving in 2 wheel after a block or so the transfer case kicks into neutral then I have to stop put the transmission in neutral then put it in auto 4 wheel to get to wherever im going. Let me know.