Rear axle not staying engaged

Please explain more.

I just bought the Truck and it was already in 4hi to show me that the 4x4 still worked. The rear end was working then , I paid for the truck drove away and remembered to stop and put it in neutral to put it in 2hi. When I did that it engaged but as soon as I took off I hears a small grinding noise and the rear stopped working. I put it back into 4h and it all engaged but I still hear the rear kicks out and feel the front doing all the driving...

I can hear and have seen the driveshaft spinning but the rear end not doing anything

Your pinion or ring gear is sheared off. You'll be getting a rear end soon. Only thing to do is open the cover and look.

Thank you that is what I was already thinking