there are three diffs in a 4wd, to prevent transmission windup when turning corners, one wheel goes further then the other, that's the basics…
The centre diff allows the windup to spin out that's why its selectable.
selecting on tar or very hard ground will wind up the transmission and snap a halfshaft..
Go jack up one wheel off the ground, out of difflock, and try to drive off. The car WILL NOT MOVE.
Try a wheel back AND front now, difflock selected, and do the same, again the car will not move.
Take ONE jack away, the car WILL move..
If you had aftermarket lockers, either front or back or even better both, selecting one or both now the car WOULD move.