whistle in 4 high, but not 4 low

so I get a high pitched whistling noise when four wheel drive high, but no whistle in 4 wheel drive low....I'm thinking high and low have their own vacuum lines, and the high side has a small leak, but that is just a guess.
also when driving through the sand at the beach, I get a burning smell. this happens witin 2 minutes of the engine starting cold from sitting all night. I've changed the tcase fluid, and trans fluid. time for new front diff fluid?
thanks
hk

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