to see if the noise stops. This will keep the hub engaged but eliminate the other 4WD components. If hub is bad you should only hear the noise when the hub is unlocked.
The heat thing could be an air bubble in the cooling system unless you somehow have an actuator or valve moving due to lack of vacuum however I don’t know anything about your vehicle but I would have assumed a 2000 year model would have an electronic actuator so it wouldn’t be vacuum related. Maybe not.