OK, I went to pick up the wife yesterday and was waiting for her in the parking lot of her work when I decided to try out what you did in that video. I put in into N, switched the 4wd to 4L and it never went into Low. Lights just blinked and wouldn't engage.
I then tried to put it into 4H and it wouldn't do that either. I put the truck into Drive and tried to move forward but I could tell there was quite a bit of force needed to move forward. I could also hear some gear binding.
I shut the truck off, put it back into 2H and stared it up again, but the 4wd lights were still blinking. I put it into Drive again and moved forward for about 100 feet with it feeling like I was towing a huge trailer. It finally snapped into 4H, then I switched it back into 2H and it returned as normal.
Must be something wrong with it, right?