The 'M' lights up when I change/press the 'Mode' button.

 

Ok so far so good fire up your Disco and move the lever to the left you should get a chime and the light below the Green Hill descent light comes on

To test hill descent a small hill, low range barely moving hit the switch. DO NOT touch the the brakes or throttle you should hear the ABS pump kick in.

If that fails get a code reader and check of codes pull

@B Strife CDL is not like a diff lock it makes no difference to your turning, it is strictly a front rear power distribution control

If you look at my grey Disco at the end you can see the traction control kick in, the trick is consistent gentle throttle.

 

CDL does make a difference in turning. It locks the power distribution between the front and rear axles, so if you have a difference in rotational speed between the front and rear (as often happens in a turn) it can cause problems. This is why it should not be used on a high-grip surface.
The OP already said in the initial post that he has no indicator light when the CDL lever is moved.

 

Well, here is a picture of my gauge cluster 'key on / engine off'. I don't see a light for the CDL, but everything else seems to be there. I engaged the CDL and drove around some in a gravel lot this morning. I couldn't feel a big difference when the CDL was engaged and had no light so I am not sure it is engaging. Maybe the mechanism in the transfer case is not sliding over and engaging?

 

Your brake, CDL, and TC lights aren't showing at all. Maybe someone has messed with your dashboard, but when they do that it's normally to get rid of the check engine light, which is still showing. So perhaps there's something wrong with your SLABS unit.
I suggested back in post #3 that you verify that your CDL mechanism is actually engaging. Since you're not noticing any difference when the lever is moved, it's possible that the light and chime aren't coming on because your transfer case isn't locking.

 

Abs light is not on either, looks like the hide the 3 amigos thing. @Speedracer93CobraR get the codes pulled bet you have a bunch. You can get a cheap bluetooth ODB adaptor (25.00) and Torque for android or Iphone and you can pull them yourself.

 

Do you guys know what years would be interchangeable to try a SLABS unit from in my 2004? There are a couple in a local salvage yard and maybe a parts truck or two at a local mechanics shop where I am friends with the owner.

 

Read your codes before you start firing the parts cannon at the truck.

 

As @mollusc said codes 1st, it appears someone has disabled the lights on your dash. That is almost always related to the ABS system, and usually not terrible to fix other than switching out hubs.

As to the SLABS ideally you want one from an 04, but they rarely fail.

 

I would check the bulbs in the instrument panel. I suspect the LEDs were unsoldered or masked with tape. It is very unlikely that all those three LEDs broke or the SLAB sends wrong data to the instrument panel not enabling those during the bulb test.