Do you know the history of that overdrive? How long have you own the Jeep? Some of the early Saturn OD we're know to have the shift forks break. Seems odd that it would hold out this long and happen now though.
If you're certain the tranfer case is not in neutral and the throw on all the linkages are all good, then yes, I'd pull the OD out and start there. Do you have the stock output gear for the t-case that the OD replaces just in case the OD is out of commission?
Keep us in the loop. Follow up post are eternally helpful to everyone in the future that may come along.
Brett