so only 4WD when stuck or super nasty conditions, its not an AWD vehicle...
BINGO!
Yes, DO NOT drive on dry, hard packed surfaces in 4WD.
Especially if you then try and turn a tight radius.
It will bind. It will feel funny and the wheel will "wander" in your hands as the tires try to slip.
You -can- drive on the road, if it is snowy, muddy, deep sand or gravel, etc but try to keep it in as straight of a line as possible. Like going down a normal road. But, when it comes time to turn into a drive or something like that, and the wheels cannot slip, then it will bind up. If you must, like with light snow or something like that, just put it in and out of 4HI to 2WD in tight stuff, unless you are spinning a wheel. This is ok, and you can go in and out of *4HI* while rolling and at reasonable speeds. 4Lo, you must stop to engage.
Most likely, it just kicked it out of gear rather than breaking something.
4Auto - or AWD cars that transfer drive to all wheels when needed ARE different than a 4 wheel drive that you engage by either a switch or lever in the cab.
No sweat. Go have fun and enjoy learning the new rig! Hope that coolant issue isn't the sign of something larger. The bigger question would be WHERE did it all go? They replace hoses or do a radiator flush and not fill it, or is it leaking out, burning off or something worse?
Welcome to Ram Forum!