Hi you say you have checked the fuse well there should not be a fuse in there? you only put a fuse in to select transfer box neutral,i know the transfer box hi/lo motor has problems and can burn out transfer box ecu,is it auto i ask this as sometimes the H gate can play up sometimes the lights light up on both sides of the H gate can you get low and high range,you normally get this message when the ecu thinks your in low range and wants you to change to high,check connections to hi/lo motor on back of transfer box hope this helps.you can also unplug transfer box motor see if message disapeares not sure if it will stay in high though.