Do you hear a click of the brake lock disengagement from the steering column when you depress the brake pedal, with the key in, engine on? If you don't, it could be either faulty wiring to the disengagement solenoid, or the solenoid itself failed (something rather rare, but I have fixed before).

Depending on your comfort level, you could:

• Check the brake depression switch at the brake pedal for continuity. Typically pressing in the pedal a small amount will provide ground to a single wire. Ground this yourself to test the switch.
• Take the steering wheel mount's upper and lower plastic covers off
• Unplug and check for voltage between the solenoid wiring when the brake is depressed
• Manually wire a switch if the solenoid works, or
• Replace the solenoid if it does not, or
• Remove the solenoid and lock pin entirely, so you can leave park anytime you like

Answer from Ehryk on mechanics.stackexchange.com

As the driver of a GMC Envoy, You may have found Yourself in the position of needing to locate the shift lock override for Your vehicle. It is thankfully easy to find, and easy to set. The firSTStep You should take is to go to the driver's side of Your suv, and get inside. Now, take a look at the gear shifter, located in the area south of the center dashboard, and before the center console. Along the outside of the shifter, but still on the shifting console, You should see the override button or switch. Flip or press the control to engage shift lock override. Answer from Marie B. on vehiclehistory.com