There are two separate control systems invovled here.
The "different locations" are your "MODE SELECT" functions controlled by the center knob on the heater control panel. Those are all vacuum operated, and are not instantaneous upon moving selector knob (may take 1-2 seconds to react).
The TEMPERATURE control is an electric stepper motor connected to the shaft on the bottom of the "Blend door" on the heater box. This motor is located on the heater box directly above the transmission tunnel. It can be remove without touching anything else and confirmed to function. If it is OK, then the blend door itself is jammed/broken and requires the heater box to be removed to correct the issue.
I don't own an XJ any longer, but I still think they are the best of all the Jeep products ever made. My XJ was my favorite vehicle in my 50+ years of driving.
So...I stick around and give advice.