Question when using 4x4
YES you can leave your hubs locked (but not in 4x4) all you want and not damage anything. You might suffer a mileage hit, you might wear out your front axle bearings and seals infinitesimally faster, but it's really the only strategy for "shift on the fly" 4WD if you don't have ESOF. Just hit the lever and go, with your hubs having been previously locked. Just remember you have them locked in when you're turning tight into that parking space and your front end is going through its gyrations! (ESOF users will also see this if they go out of 4x4 just before making a turn; the hubs won't always have fully disengaged yet, and the ride gets exciting for a bit!)
YES if you leave it in full 4x4 mode on dry pavement and turn you WILL break something eventually. Even if you've done this a lot and haven't broken anything yet, you're stressing components which will later break under seemingly stress-free conditions. Just ask any Land Rover 88 owner! Twice on my 1960 88 I had rear axle shafts break while pulling straight away from a stop sign, having previously abused them under too-grippy conditions in 4x4. (I eventually learned my lesson...) Of course then you can get home by putting it in 4x4 and becoming a front wheel drive vehicle - but if it's something in the transfer case that breaks you're done. (I'm not sure where the weak link is on the Ford setup; Rover purposely necked down the rear axle shafts to make it break in that fairly harmless spot, rather than doing catastrophic damage.)
Duncan


