Bang When a Changing from 4WD TO 2WD

What surfaces are you driving on??
Generally if you can drive in 2wd don't switch to 4wd unless it starts slipping and yes you can switch in and out of 4wd on the move.
It's in your manual but I think it's up to 50/60mph but personally I'd be much lower than that.
You only have to stop to switch in and out of 4wd L.
If you are driving on hard baked surfaces possibly 4WD isn't required so no need to stop on a tarmac road to change back.

I shifted into and out of 4wd at 70mph on a dual carriageway today because I was bored. Nothing happened. It's really not a problem doing it whilst driving.

I put mine in 4WD to get up some ramps and I had wind up rolling it off. It wouldn't move so I took it out. Go figure?? lol

It's weird, I've tried to get mine to wind up and it never does, even using 4wd on dry concrete it just chugs along with a bit of tyre scrub and pops straight back out of 4wd without drama. Yet some people say they get windup after driving 10yds on wet grass! Is it an electric transfer case thing? Or people that rarely use 4wd so it all gets a bit sticky?

Yes. It does it if I stop and change down or if I do it on the move.

I drive on typical Australian outback roads. This means you can be fairly firm at one point and then in a flattened sand dune the next. Depends on who's paying to maintain any given stretch of road and the weather conditions. Even if the road starts reasonably firm, I tend to go straight into 4wd because it can change quite a lot, quite quickly. If I know the road well and know it to be generally hard-packed, I just use 2wd, but mostly they are full of 'little surprises'