Miles, you may be onto something with the cable - I was out working on my J tonight, put a new OD cable grommet in it. I noticed when I disconnected the cable, the lever on the trans falls into the "non-OD" position on its own so if your cable is connected wrong or is the wrong type, it may not push that lever back far enough to get the gears to engage. If you push the cable all the way in, then disconnect it down at the trans, then pull the lever it connects to (the one on the side of the trans) all the way back, as far as it will go, the connect the control cable that may do it. It seems I had this happen to me once - I connected the control cable when that lever wasn't all way back - be careful though as if you get it halfway between it could cause problems.