I'm certainly no expert, BUT according to my service manual, there are three relays. In the ladder check sequence, check main fuse, which you did and it checked good, then next check the switch(on handle bars, for continuity, good, then move to battery, but we'll assume your's is good, then check main switch and then the three relays, if you want the break down on how to check the relays, let me know and I'll type it all out for ya! After the three relays, there is another switch called the "on-command 4-wheel drive switch and differential gear lock switch", and the last thing is the gear motor!
So, it could be either one of two switchs, or could be anyone of three relays, or the motor is toast.
gopod luck!!