My '03 Super Duty has lock on the fly and auto hubs that can be locked manually. I've never tried shifting into low range while in motion. I don't need big repair bills.
My old '76 had a low range so low that I could pull an entire tree trunk w/ extra stump and not stop the truck. I don't have to try those shenanigans anymore and have only used Low Range once, pulling a boat up a very greasy ramp.
I've never had the need to use the 4 wheel drive to limit my speed down an incline. The trick, for me, is starting downhill at a lower speed.