Is it jumping out of 4WH?
Also I see you said snowy streets, did you drive on any dry patches? 4WD doesn't like running on dry roads, can cause a bind in the T case.
Also check the bushings at the T case shifter, if they are worn, it could be that you're not getting the T case all the way into 4WH, and it's letting it pop back out.
97 Sahara, 74 Renegade, 72 CJ5, 55 Willy's (the Beast) Boss 302, 6:34 gearing, Bose 901 speakers.
God I miss that Jeep. Forgot the kinda Jeep, 80 SX4.