Transmission noise

Hi, Used the motor in high four wheel drive recently due to snow over here, went well but after I had gone some 10 miles or more and then stopped for gas when I pulled away with the steering on a right hand lock I heard a worrying knock/bang from the front end. It was loud enough for someone walking to their car to stop and look. I have also noticed now that when on a tight lock and going slowly or without throttle (for example driving in a multi storey carpark, lots of tight turns) that the whole of the front of the vehicle shakes and judders a bit and wants to try to go straight on. Use power and it isn't so noticeable. I have been using high four wheel drive at various times in ordinary conditions as the owners manual advises to do so. On the open road with gentle curves you don't notice anything out of the ordinary.
Has the transfer box gone bang or could it be the drive shaft CV's need replacing or repacking with grease?
Is it normal and I'm just paranoid?
In normal two wheel drive mode there is no issues.
It is a 97 454 K2500 with push button switching for the four wheel system.
Please don't say it is the transfer box or front diff as that would be a nightmare for me over here.
Thank you in advance for any useful help.

I would get the front end inspected. This could also be a front u-joint, cv joint, bearing or steering component. No way to know until someone looks.

//2000CAYukon