You'll be fine driving like that, you aren't in 4X4 until you shift the TC. It sounds like your solenoid is working the way it should, so I think the IWE's are somehow bound up.
I'll attach a video that shows you how to replace the IWEs if it comes to that. At any rate, to check/clean/regrease/reassemble are the same steps. Last I saw, new IWEs were running around $100 or so. I definitely recommend OEM if you need to replace them.
Any other questions just ask.