The ABS system has a port near the centre console that can be plugged into a scanner. You may have to take it in to a Jeep dealer. I have an obd1 95 xj with abs and bought a scanner on eBay used for about 200. Check my vsb14 thread.
I had problems with the air gap. It should be about 1mm on the rear sensor between tone ring. I do believe light will stay on if one of the fuses, or power to them is playing up...
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'95 XJ I6 4.0 AW4 NP242,
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