Well done.
Remember, it doesn't need torqueing up tight- it is a taper thread. A couple of wraps of PTFE tape will help to seal and help to get it undone again.
Also clean all earths (battery to chassis and chassis to engine/gearbox. If you haven't already done so, run a new earth from battery to engine/gearbox.
Engaging diff-lock shouldn't make it go out of high or low range.
The lever itself may be fouling on something- enough to move it forward or backward and disengage drive.