The lockers in your Power Wagon are controlled by electromagnets in the differentials. When given 12 volts, the electromagnet engages a set of pins to lock the differential. There is some motion required for the pins to engage their respective holes, so it can take a few seconds for everything to line up properly and engage. In most cases these lockers work pretty well, so we're wondering if perhaps the issues you are experiencing are due to how and when you're engaging the lockers. It's best to be stopped or moving very slowly at idle while the lockers are engaging. Don't wait until you're stuck and have given the truck some throttle in attempts to get unstuck to engage the lockers. Once you see that the terrain is getting rough, engage one or both before you think you're going to need them. This will give the lockers an opportunity to do their thing before they're really needed for the extra traction.
For unlocking, we too have noticed that both Power Wagons and Rubicons can stick in the locked position. Much as with the automatic hubs on older 4x4s, sometimes reversing a few feet can get them to unlock, and other times getting the vehicle rolling a few miles an hour and then popping the transmission into neutral and making a few gentle turns back and forth can get them to unlock. If all of this describes exactly what you do and you're still having issues, it might be time for a trip to the dealer.
As for the multiple wires to the differentials, two of them are power and ground, while the rest are part of the feedback mechanism that tells the computer the lockers are engaged and disengaged. We couldn't get a straight answer on whether or not you'd get some dash lights if the wires were disconnected. Some people said yes, while others said no as long as you don't mess with the locker know on the dash. If we were in your shoes, we'd just unplug the differentials and see if you get any differential-related trouble codes. Just make sure you're unplugging the differential connector and not any wheel speed sensors.
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