This is from memory, and I didn't use 4lo often, so I could be wrong. Anyhow, shifting from 2wd to 4hi is a no brainer as long as you aren't spinning the rear wheels. You can do it anytime, any speed. I think GM recommends staying below 55.
4lo is the issue. As soon as the transfer case is in neutral the auto trans starts things spinning even if it is in neutral. The only sure way is to put the trans in park first, with the xfer case still in hi, so everything is and stays stopped. I suspect the noise you heard in park was the parking paw as the trans output shaft was spinning since the xfer case was in neutral. Once that happens you have to shut it off and start over.
IIRC...
The Constitution needs to be re-read, not re-written!
If you can't handle Dr. Seuss, how will you handle real life?
Current oil burners: MB GLK250 BlueTEC, John Deere X758
New ride: MB GLS450 - most stately
Gone but not forgotten: '87 F350 7.3, '93 C2500 6.5, '95 K2500 6.5, '06 K2500HD 6.6, '90 MB 350SDL, Kubota 7510