Snow is here in Canada and last week it was bad enough to put the car into 4WD for a bit. On sharp full lock turns I noticed the car having a low speed shudder/vibration/noise consistent with speed but only when in 4WD mode. The car drives perfectly fine otherwise.

Any idea what would cause these symptoms? CV joint gone out to lunch? Problem with a diff?

Or... am I an idiot and is this just the transfer case binding because there is no slip since it's a 4WD system and not an AWD.

Mine does that as well. It is because it is a 4x4 system and not an all-wheel drive system.

If it is clicking sound, then possibly CV-joint.

But if it is more like harsh turning on tarmac, kinda resistence when you hard turn, then it must be central diff locked. Most noticeable it is when you full turn from start (say from parking lot) and vehicle like does not want to go easily....then just switch to 2WD and all stress to drivetrain releases in a moment with souding click.

In that case I advise not to drive with 4WD on tarmac, as that type of 4WD is too stressful to drivetrain.

NOTE: I had one ABS sensor with bad electrical contact. It was under wheel well on connecting harness, and one pin was pushed into harnes so to have BAD contact (but still it got it). So from time to time my 4WD went into 4WD-LOCKED due to some TCS/ABS logic with just the same consequences - turning was harsh, central diff was locked. But no warning lights.
It's probably rare ocasion, but still you might check TCS error codes. I described the procedure here (see 6th post):
http://www.thenissanpath.com/viewtopic. ... highlight=