The clicking sound could be a number of things, really depends on where it is coming from. When you shift into 4WD it sends air pressure down the lines to engage the CAD, the clicking could just be it attempting to send air and failing, or it could be at the CAD, the diaphragm (or the air lines that feed it) that engages the collar could be damaged, this would prevent the collar from sliding over because of lack of pressure. Both sides of the axle and the collar are splined, if the splines aren't lining up this would cause a clicking.