Yeah...that's what I don't understand about it. It's not rocks, cause it's a very distinct sound that's the same every time. It also did it last winter when I was driving in snow/ice in Pennsylvania. I think it actually does it the worst when the wheels are slipping significantly. For example, if I engage 4wd on 1 to 2 inches of hard packed snow, and drive around at 35-45 mph it's okay. Maybe one thump after first engaging. But put me on loose stuff going up a hill (or in a wethole like the other day), and the thumping is pretty significant. And it's not like I'm doing donuts and figures eights either. I'm overly careful to engage 4wd traveling in a straight line, and the noise comes even when I'm traveling pretty straight.
I wonder if the 4wd system suffered a little damage that first winter I had the truck, when I was stuck on the framerails in about 20 inches of snow, and it was spinning so much. I wouldn't think that could happen....I mean most all of my wheels were spinning (whatever the open diffs would allow), but I wasn't going anywhere. It's not like the drivetrain was bearing much of a load. Damned if I know...could it be related to the clutch and the fact that this is a manual tranny GV?? I'm out of ideas.
Dave