All the diff lock lights should illuminate briefly when the key is turned to the 'ON' position.
Do you see any lights in that regard?
I pointed out once that the orange centre diff lock light did not illuminate when switching on the ignition (although the front and rear red ones did), l think this was at the time when the CDL was only activated by selecting low range, enquiries with other owners showed this to be quite common.
I cannot remember if the lack of the CDL test light was after I fitted the CFL switch?
Regards
Dave