First of all thanks for letting me in !
I have a 2002 shogun sport version. The light flashes in 2wd. Now thanks to all the info on here I have found my way round the system and established that the diff actuator rod moves by hand. In 2wd there is some suction on both pipes to the actuator on the diff. In 4wd suction feels better but only on the side entry pipe. Of the 2 relays there are 2 pipes coming across to the one with 2 inlets and 1 of these pipes is teed off to the other relay. only suction on 1 of the pipes. Just to add some confusion ( well to me anyway) I have 14v to both solenoids no matter if in 2 or 4 wd. Can anyone shed some light on what it might be.
Cheers !

The voltage being the same at both solenoids is correct. @123hotchef has a diagram up somewhere showing the correct routing of the pipes. It's (probably) all the same on the Shogun as the L200 - You should see the vacuum hoses go down to twin metal pipes bolted to the chassis above the actuator arm - check neither of these is blocked as they tend to go rusty and stop the flow. So long as there are no leaks/blockages it's likely the 2wd solenoid broken.

1 solenoid is dead check the resistance of them both should never have both sucking

If fitted, check the plastic one-way valve in these pipes near to the solenoid pack.....that resolved mine on my L200. That said - i agree with Chef - sounds like a dud solenoid......

Thanks for all the replies. I'll check all that out, I'll keep you posted !

Same issue on mine, traced to a leaking vacuum tank. Replaced with a second hand plastic one for a fiver from a 944 Porsche of e bay that sorted it. Also mounted it in the engine bay for ease of access.