One thing I'm always careful about is when removing from 4H/4L back into 2H I always make sure to revers (with automatic locking hubs) at least two wheel revolutions as to make sure the hubs have disengaged. After time the gears inside can become sticky and not disconnect as well, if not properly disengaged can wear prematurely and cause slippage while in 4X4, not a lovely sound, plus wont get you out of sticky situations. This had happened to my previous pathfinder and caused much frustration.
P.S. Off road vehicles are designed to go into 4Hi first then the option of 4Lo from there, Neutral position on the "fun-stick" is meaning the transfer case is in neutral not the transmission (placed between Hi and Lo like Forward and revers on the auto-transmission), different but both key components of the drive train. just play around with it, 4Hi will rev like 2Hi but will skip when taking corners on pavement (not recommended for any length of time other than quick test), 4Lo will rev higher with little speed gain (lower gear ratio, more torque to wheels) skips as well on pavement(quick test if necessary), and do not drive in 4H/4L on dry road surfaces for any duration!