I have experienced this as well with the recent snow. I can say that I heard and felt the noise/vibration in both 4a uto and 4 hi. I too am familiar with 4 wheel drive vehicles, and I can say that this is very similar to a 2000 ram 4x4 I had. once engaged you could feel the gears. I don't know the exact vocabulary, so forumsters, please don't roast me, but obviously the ram had a different 4 wheel drive set up with the solid front axle, etc.
I will also add that the vibration didn't sound harmful... you could just tell something else was engaged on the drive train.