pushbutton 4x4

Before I knew any better, I purchased a used pushbutton 4x4, 2001 GMC Yukon. I now frequently get a "SERVICE 4WD" message on the dash. What should I do now? The thing clears up when the vehicle is restarted. The dealer doesn't read a code and the problem will not repeat while it is in the shop. Should I purchase a OBD scanner and leave it connected so I can see if the code shows up while driving and I get the message? What is typically the failure mode of these systems? When this occurrs, I cannot shift the 4x4 system. I'm afraid I'll get locked up in 4x4Lo at some point.