Sounds like it could be your front end binding.
If you are on solid ground, in 4wd, and full lock, something has to give. So it is probably the pressure on your driveline.
You shouldn't need to turn full lock under the conditions I mentioned.
Binding isn't noticed when your in snow, sand, or mud. Usually they will provide the "slip". ÂÂ

Try seeing if the noise is gone when in 2wd.