You can shift any transfer case from 2WD to 4high and back again as long as the front hubs are locked, won't hurt a thing
If front hubs are unlocked then do not shift transfer case until they are locked, and not much point in shifting transfer case to 4WD in any case, lol
If you have Auto Hubs and an Electric shift then you can also shift back and forth for 2WD or 4high, it has an electric clutch in the transfer case
Never seen Auto hubs with manual transfer case, but if you had that you would have to stop before shifting transfer case
When front hubs are locked, and assuming same size tires, then both driveshafts are spinning at the same speed so no grinding as gears mesh
If you were sliding or wheels had lost traction there might a little grinding but wouldn't be much, and probably wouldn't be a good idea to shift into 4WD at that time in any case, it would add a new wrinkle in your current control situation, could be better or could be worse off
2WD or 4WD on ice doesn't matter, 60 ton tanks slide on ice, ice is the great equalizer, 0 traction with what ever you are driving, lol