4X4 Trouble

I have a 2001 4X4 and when I try to engage the 4H on a roll it grinds. If I try to engage N on the roll it grinds. If I engage 4H while stopped it goes in fine but when I start moving it starts sounding at if it is binding and maybe skipping in the Tcase. If I put it in N while stopped I still move as if I am in 2H still. I tested this now on snow and I know it is 2H while the Tcase is shifted to N. If I shift to 4L while stopped and drive I am in 4H with the binding up sound. All tires are the same in case you wonder. I would like to know if anyone has seen this before and what would cause this so I can fix the correct problem.
Thank you in advance.

whats on a roll? 30-40mph? or like 10-15 now I know you can shift these trucks in while moving but I slow down or just come to a complete stop to around 15

but the winding might need a rebuild...you have my scratching my head.

I can shift mine in and out of 4H at highway speeds. As long as the wheels aren't spinning in 2wd (like being stuck) you should be able to shift from 4H to 2H without any problems or noise.