My 89 did something similar. I was in 4x4 and when I tried to come out of it, the lock light would not go out. I found the left hub had broken the tab that aligns with the key way on the spline. I found a used hub and replaced it. The hubs were easy to pull off and easy to clean and grease. I live in Alaska so I know the cold thing. I found some grease rated for the cold temps and made sure both were well lubed. If you haven't pulled them off and greased them, I would suggest it.
Joe