I put warn hubs on mine when I bought it. Got a few flames for doing it, but that is another story. Apparently some people have reported problems keeping the bolts tight. They apparently can work loose. I cleaned the mounting holes carefully with brake cleaner. Then I used new lockwashers and bolts, with loctite. I have had no problems.
Some older 4WDs use a locking device which mounts like a washer but is shaped so it can't rotate. It has a tab to bend over the bolt head. My old Scout and a buddy's jeep used them. I figure that if mine give me any trouble, I will use those.
Regarding unlocking the hubs and running in low range--I was told years ago there was a possibility of overstressing the drivetrain with the larger 4WDs if you romp on it. I doubt that these little engines have enough torque to cause problems, but I don't do it.