First a question - when you hear these "clunks", are you in 4WD on a high traction surface or in loose stuff?
If you engage 4WD on a high traction surface you will get what is known as "drive train windup" and at some point the free wheel clutch in the differential assembly will slip, in my mind, the sound it makes is not a clunk, but more of a bang, it sounds like you broke something expensive - if you do this consistently, the clutch teeth will wear and slip more frequently with possibly less force and less noise.
You should not be using 4WD on a high traction surface.
The fixes are to either weld the freewheel clutch engaged, at which point manual freewheel hubs should be fitted or replace the clutch, which is not supplied as a separate part of differential assembly - the steel axle will not solve the problem. Cost will vary depending on how you approach the problem and what is available in your neck of the woods - free wheel hubs are available (in the US) for approx. USD$100/pr and the cost of disassembly and welding will vary.
Another option is to replace the differential assembly with one from an earlier model that does not have the air actuated freewheel clutch, but this requires some fiddling with the CV axles because of length differences, this is documented somewhere in the forum.