Next question. Since this wasn't a factory option I assume I'll have no lights or any indication inside that the CDL is engaged right?

I'll rarely if ever use this so I'm happy with the way the lever turned out:

 

You should see the light come on the dash just fine. I could see the CDL detection switch in your initial pic.

 

Pretty easy to mod what you have to make it internal to your cab.

 

Hmm, maybe I'm missing something because I'm not getting any CDL light on the dash. Reading around I see it may or may not be installed. All dash lights should come on when I turn the key on right? If so, that light isn't there so I must not have it. I put the trans in neutral, put the t-case in neutral which gets me the ding and yellow gear light on the dash, pull the cdl lever and no light. Is there any easy way to test if it's engaged?

 

After you engage it, turn a tight circle and it should light up. Nice lever by the way!

 

As ZG pointed out, sometimes you have to drive a bit to get it to "engage". The light can take a couple yards of driving to come on and go off.

 

Boom! That was it, I just needed to drive after I engaged it and the light came on. Nice, now I'll go see the difference in the deep sand around here.