when starting off in 4x4 after the truck has set a few hours theirs a "bang" i guess don't really know how to describe it. it only happens in cold weather and when i leave it in 4hi. the clutch is fully released i give it gas it will only move a few inches and then put the clutch back in and the truck will go after it makes the "bang" and this is NOT on dry pavement. it did this last winter and i though it was the u-joint i replaced them this last summer so I'm not sure now. the only mods are bj spacers and shackles and i did the both in the summer.

 

i guess i would start with checking axles. making sure that all is good and tight with them. especially the CV axles (if equipped) some people opt to SAS. If that dont seem to give you any clues as to the fix, then id look into the engagement system of the diffs making sure all the mechanisms that control the engagement and disengagement of the four wheel drive is functioning properly. sounds to me like internal damage. but i wouldnt say that just yet, as it only happens when you engage it. im going though a similar problem now, were mine just wont go in at all?!?!