Take the transfer case off, unscrewing the 4 bolts to the engine (when putting back on, be gentle, the block is aluminum and can strip). Use your chain to keep the shaft from spinning as you take off the nut holding the sprocket to the shaft. Odds are you can just eyeball the keyways to see if they aren't lined up, or even if they are, you would see the key cut in half. A local hardware parts store (Ace, Tractor supply etc) should have key stock.
I am fairly certain this is the location of the issue. Also, forgot those cheapo chain transfer cases use a machine screw to keep the nut on instead of a nut lol...