I figured I give you guys an update. I read on a post here to check fuse 13 as well. Guss what, it was blown as well. I replaced it and everything is working.
Here is the funny thing. My differential lock sensor was shot, or so I thought, so I was going to tear the center consol apart next weekend. After I replaced the fuse, I was driving around and hit a dirt road and tried to shift into low. When I did, I about put the shifter through the front consol! It shifted perfectly. The only thing that I don't have working is the neutral alarm. I figure that is just another fuse, which is easy compared to tearing the consol apart. So my advice to you is before you tear the consol apart to replace the sensor, check fuse 13!