2002 explorer 4x4 problems
 

I have read around for a little while trying to diagnose my issue, but I don't feel as if it completely fits what I'm reading.

Driving a 2002 ford explorer xlt. Got a little bit of lurching when the automatic transmission changes gears. worse at about 35mph, and not very bad at about 45mph. also, feel like I'm hitting a rpm/mph 'wall' at about 55-60mph.
The 4x4 low light on the button nor on the display will light up when pressed. I can tell no change when pressing 4x4 high or auto. 4x4 low did light up when I first got it a few weeks ago. I may have screwed something up...
Also, when making hard left or right turns at very slow speeds, I get a shuddering sound from the front tires. Sidenote: current mpg is around 16. This includes some pretty decent highway miles. I'm concerned I may have it locked in 4x4 or even possible have half the truck in 4x4 as I've read elsewhere.

Any suggestions or tips would be much appreciated.

I have 2002 explorer with same problem...do you have cure for it?? I have replaced tranfer case and front wheel bearings....still same problem