I can only speak to it because I have seen two other owners have this problem... but they were not fully engaged in low range... they thought they were, but were not all the way into low range... the sway bar nor lockers work when this is the case. Try letting the truck roll a little while puling back on the level until it seats deeply into 4 low.... oddly enough if it is not fully seated... it will still stay in a position close to 4 low... but will kick out, and is not far enough positioned to engage the lockers. Seen it happen twice now...
If you read manual it recommends to be at a very slow roll when you pull the jeep from Netural into Low range... hope that is all it is for you!