There was some previous discussion regarding the Tow/ Haul function not working and the indicator not lighting on the instrument cluster. I had a similar problem.
After checking all fuses, as well as # 18 as suggested, and removing the steering column housing to visually check for broken wires, I took it to a Ford dealer.
They found a wiring problem somewhere in the shifter arm. They replaced the shifter arm that also included a new Tow/Haul button and wires. The total cost of repair with parts and labor was 235.00.
Thanks to everyone for their input and ideas. I know a lot more about the Tow/Haul function than I previously had.