On my RX, when I flip the switch for the center diff lock to 'on', I get no indicator in the dash saying I'm in 4wd; I do hear the sound of a vacuum actuation in the dash when flipping the switch on and off, but no light. Any ideas why I get no dash indicator, and of how I can physically check to see if it's actually going into 4x4?

go around a tight corner on pavement.. you'll know.. the tires will bark at ya..

Yeh with the centre diff locked you should be able to arc up a front and rear wheel. Well probably both rear wheels as you should have a lsd in the rear.

 

I supose you could also jack up rear end and try turn a wheel by hand. You will need someone to hold the other rear wheel still. If you cant turn it your centre diff is locked and if it does turn your centre is open. Never tried that but i think it should work.