I have a 94 GMC Sierra and have also replaced the actuator twice. The first time noticed that 4x4 not engaging and the 4x4 light not turning on. Replaced actuator, took care of problem. Second time noticed 4x4 not engaging but sometimes the light WOULD turn on. Bought 4x4 posi-lok and it still did NOT work. Took to local 4x4 shop, they disassembled diff and found out that the gear that the actuator pushes to engage diff snapped in half. This gear is pretty thick and will not snap with light offroading. After thinking back, I remembered hitting a big rut going up a sandy hill and hearing something. Knew that it had to of been reason for gear breaking.
I also bought another actuator because 4x4 went out again (yes 3 times) and thought that the cable actuating posi-lok was not pushing gear far enough in to engage.
My suggestion: Pull out actuator, plug wires back, turn truck on and engage 4high. You can do that in park. If actuator acts like if he just saw Angelina Jolie in nothing but a thong :eyecrazy: , then something is going on inside diff.
Maybe new actuator you bought is not working.
Good luck and hope this helps.
Vic