On the road in lighter snow where you'll get a mixed of snow/packed snow/slush/ice/pavement leave it in normal 4H-AWD with the center diff unlocked. Remember the GX is heavy so give yourself plenty of room for breaking and turning.
When the snow gets deep enough that you need wheelspin to get through, lock the center diff and use manual shifting to hold a lower gear. If you just leave it in D and start spinning wheels, the car will upshift and traction control will cut power even when it says TCS is off.
4Low is for crawling along in low speed situations where you actually can't drive much faster than like 10mph. In general you wouldn't use this on-road unless you have to chug through really deep snow up or down a steep incline. Pro-Tip: If you've added MTS to your 460, there is actually zero traction control/ATRAC in 4low until you select an MTS mode.