1996 Ford Explorer 4WD lights on dash keep turning off and

Theres a fault on the ESCM you need to have it read for fault's

Electronic Shift Control Module
This module controls operation of transfer case, using inputs from 2WD/4WD selector, vehicle speed sensor, shift position sensor and transmission range sensor or clutch switch. Electronic shift control module is located in right kick panel. Module is equipped with a self-test capability.
If all conditions are correct, electronic control module will signal electric shift motor to shift gear positions. After shift takes place, module will read input from shift position sensor to determine if transfer case is in desired position. Control module will then illuminate push button and dash indicator light.