If you've took the rear prop off and put the gears into diff-lock then all that's being driven are the front wheels. There is no diff-lock in the rear, unless you've fitted one, as standard, and as there's no prop there's no drive to the rear wheels at all.
As for the 'click' .. well you have a brake drum rotating now, and it's likely out of balance .. when I had to do the same it made awful noises, soon as prop put back all quiet again!
I wouldn't have thought the transfer box needs anything doing so long as it was just a UJ gone .. unless you've run it hundreds of miles with a nackered UJ and the vibes might have killed the seals/bearings .. but that's not normally the case.