Moving the transfer lever in or out of diff lock merely invites the difflock to engage/disengage. Reversing/driving in the opposite direction will usually release the tension, however you can always drive off a kerb at speed or accelerate hard in a streight line and change gear quickly.

UJ's? Chock one of the wheels front and back, put into neutral and remove hand brake. Lie underneath and try turning propshafts and generally pushing/pulling looking for play in any of the UJ's on either prop. Otherwise, have you got mud on the back of your wheels? Cheers