So do you have the axle jacked up, with the diff cover off, all hoses connected, turn the compressor on, the compressor keeps running and the tires still spin independently?
If you still have the cover off, which by the sounds of it, you dont. I'd suggest pulling the cover. unhooking the hose from the locker and put your finger over the end. If the pump shuts off, then you know its the locker. If it keeps running then you need a new connection piece that runs through the diff housing.
If the compressor stops, then you know its the actual locker not engaging and your bladder is leaking or the plate mechanism isn't working. Which you should be able to watch the locking mechanism slide over as you turn the compressor on