I would pop the front diff cover and look for damaged gears. It sounds like something is causing drag against the differential carrier which would really only impact operation in 4wd as the driveline is coupled up completely.

 

I had that problem with the rear and changed out the differential carrier, I pulled off the front cover about a month ago to check things out and to replace the fluid in it, I was thinking of putting all four wheels on jack stands and engage the four wheel drive and see if anything is noticeable, well I appreciate your help, guess I'll keep trying different things until I can find out what is causing this, thanks again for your help