You are NEVER supposed to see any 4x4 message on the FEH.
If you do, that is a warning of a problem.
There are 3 messages* that I am aware of:

Service 4x4
4x4 disabled
4x4 locked

In any case, this is a case of "no news is good news".

4x4 locked means there was a problem with disengaging the 4x4 and you are in full time 4x4 mode... which is not a desired mode!

*This was only from reading, I do not own a 4x4