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Your car will have Auto hubs from factory, when set/left on the "Auto" position, Nissan suggests you can shift from 2H to 4H at speeds LESS than 40klms per hour, i have done this on my 99 GU up to 60klms per hour without issue, but again, not reccomended by Nissan.
If you have maually locked the hubs in the "lock" position (using the wheelbrace), it should be safe to engage 4H at higher speeds as the front diff/drive shaft etc is kept spinning, now driven by and locked to the front wheels.
Under all situations, going between 4H and 4L (or 4L to 4H) the vehicle should be stationary , and the transmission placed in Neutral first (regardless of hub position)
Think of auto hubs as manual hubs, but with a "built in" lazy man/soccer mum "convinience function", used for wet grass hills, snow, pulling the boat up the boat ramp sort of stuff.
The Auto hub position is handy if you travel up the beach with the family, or driving on flat dirt roads, crossing a bit of water etc, and woks very well for soft roading, and i love mine.
If you intend on doing any half serious 4wding, and especially if there is any posibility of getting suspension articulation, always lock the hubs with the wheelbrace, if in any doubt, lock the hubs.
Its a very common misconception that auto hubs are weak and should always be replaced with manual hubs, this is because they often break under hard conditions when on auto, but.......if you lock the hubs manually with the wheelbrace, they are now just as strong as the manual hubs.