Onebob,
I suspect you are being a bit too cautious! None of the mucking about you are doing should be necessary. ;)
The cdl might not lock straight away but you can move the lever to the locked position, and keep driving. The CDL should lock reasonably quickly - half a km tops. Unlocking is a similar process, move the lever to unlocked position and keep driving. If conditions allow I usually unlock about a km from the bitumen. If you have any windup in the transmission you might need to stop and reverse up a bit to get the transmission to unlock.
With the 03/04MY SLABS ECU you get three chimes when the CDL locks or unlocks. Not sure if the pre-facelift ecu does.
Bear in mind that the cdl dash light reflect the actual state of the cdl - if it's lit the cdl is locked and vice versa.

