From what i've read on various posts, the shudder, especially in reverse, is quite common on the KJ's, more so the 42RLE automatic's (april(ish) 03+++ build dates). Seems very common while parked on an incline and trying to back up, sometimes even on flat surface. Problem is the ****** pump is having a hard time picking up fluid. Do a search on here, I know its been covered in more detail.
On the 4x4 noise question, the noise(s) you're feeling and hearing are more than likely the front driveshaft spinning (cause you're in 4x4 mode) and the t-case. From what you described, they sound normal.
Since you said it's a lease vehicle, I would DEFINATELY change ALL fluids. Front and rear Axle, Transmission (axles and ****** most importantly). Probably woulnd't hurt for a coolant flush as well. You don't know how its been treated in the past, so why take the chance. Make sure you use the proper fluids recommended in your owners manual (if you don't have one, feel free to ask which types of fluid go where and i'd be more than happy to pull the info out of my owners manual). Chrysler ******'s seem to be pickier than other manufacturer's on which fluid they like.
