I'm having some issues with the 4wd on my (auto tranny, manual locking front hubs) 1994 Suzuki Sidekick - in particular 4H. I can shift it into 4H, hit second gear, but right as it goes for 3rd it quite literally kicks me out of 4wd with a loud bang. I'm not sure if there is some particular sequence of shifting I need to do to get it to stay in 4H (I know some with manual hubs only work if you roll back in reverse a few feet), or if it's more of a mechanical problem. I'm not very car smart so I apologize if I didn't include anymore relevant info. Any help/suggestions would be appreciated.

Make sure all the tires are the same size, if not similar things can happen.

Are you in 4WD on a hard surface - these are part time 4WD so 4WD should never be used on a high traction surface, also, that "roll back a few feet thing" is an "auto hub" thing - manual hubs should disengage when you rotate the dial.

Are you in 4WD on a hard surface - these are part time 4WD so 4WD should never be used on a high traction surface, also, that "roll back a few feet thing" is an "auto hub" thing - manual hubs should disengage when you rotate the dial.

Ohhh that makes a bit more sense now that I think about it. It was a mix of high and low traction (fresh snowfall). Am I able to switch in and out of 4WD while I'm moving? If so, what speed is safe to do so?

If your wheels are straight and your hubs are in the locked position you can change between 2h and 4h at speeds up to about 60mph.