The mechanical locking hubs have nothing to do with your noise/vibration (or shouldn't).
When you lock the hubs, you are now spinning everything (axles, ring/pinion/driveshaft) back to the front of the transfer case. Could be your driveshaft u-joints, could be a lot of things. If you totally repack the front end (and adjust the wheel bearings) and the problem is still there, then it's likely the driveshaft. I would not wait until next winter to address all of this!
On a properly maintained FJ40/60 - when the hubs are locked and you drive 60-65, you might feel a faint vibration that wasn't there, and possibly a very faint noise. Sometimes I cannot tell that I forgot and left the hubs locked.
Start by lubing the front driveshaft u-joints and splines (thoroughly) and see if that helps.