Steering and suspension questions

I have a 2003 Tahoe 4x4 with 83,000 miles:

1. While I always have it set in 2wd, it seems that if I put it in 4-Auto the front end isn't so skittish over rough roads...when driving over patches over potholes, etc. I don't get as much bad feedback through the steering when in 4-Auto. Is this my imagination or is there a technical reason that this may be true? It is time for another steering shaft lube (or I guess a new one since the replacement is available). But it's been like this regardless of whether or not I have fresh grease in the steering shaft.

2. When it's cold in the mornings (low 40s, I'm in Mississippi), the steering is real stiff for the first 15 seconds or so. Almost like it's binding but if you turn it full cycle once each way it's fine. I'm guessing I need to replace the power steering fluid (the level is fine), but does this fluid just break down over time and cause the binding when cold?

I'm a far cry from an expert, but my '97 locked up on me once. It was during winter here in the north, below freezing temperatures. Started up, drove out of driveway,everything seemed fine. Ran a fairly straight patch of road maybe 2-3 miles and went to turn when the road curved and the steering wouldn't respond. Luckly it did free up and I was able to make the turn. It felt as if moisture built up over time and froze, causing inoperative movement. Well, I sucked as much fluid as I could out of the system and refilled with fresh fluid, and haven't had the problem occur since. Was water the problem? I'm not sure, all I know is it hasen't happened again. There's been talk of evo sensors failing on steering shafts, but a fluid change would be my first course of action. Do the cheap things first.

You're right on that, I'm going to get the fluid changed out and see if that helps. Hopefully it won't turn into an expensive fix.