Hello I'm Chris a Ford Employee and Certified Engine/Transmission Specialist.
Thanks for asking your question. I am eager to get your vehicle back up and running correct. Be aware it is difficult to fix concerns associated with noises and smells over the net, but I will do my best. Diagrams are often copied from other websites. I am here to help you out for a small fee far less than a dealership and easier on the wallet, so if this information is of aid PLEASE PRESS ACCEPT and help me out financially by paying the small fee (which you selected). Please reply if further discussion is needed.
Try this and reply with the results.
Drive straight ten feet with the switch in low. Now go to neutral and hold the brakes. While holding shift to 4 high and wait for it to shift before going onto 2wd or 4 auto. Reply if this does not work. When the dash indicator changes it has shifted.
100% satisfaction is my goal. If the answer is not clear, please reply so I can help you more. When you're satisfied, press accept so I can get credit for my work. A bonus and positive feedback would be welcomed.