I had an '87 Pathfinder (mechanically very similar to the '94) from 1987 up to 1999. This post has jogged my memory a bit, and I recall having a similar issue with mine.
For me, it only happened in the winter (minus 30 or below) but at those cold temperatures one of the auto-lock hubs would often seize up with the cold. Driving at slow speeds would give an awful whine from the front end. The noise would stop only after the truck had been driving for at least a few kms, then when it came to the first stop, I'd get that "clunk", and the truck would be fine from then on.
In really cold weather, I finally got in the habit of always starting out in 4WD. That way, both hubs would be locked and I never had any problems. Once the vehicle had been driven for a bit, the grease in the hubs would warm up and I could shift back into 2WD and unlock the hubs with no problem.
I'm not sure if the noise was from the hub itself, or maybe just from the fact that only one front hub was locked. With one hub locked, and the other unlocked, there will be some odd forces going through the front drivetrain, possibly causing the noise.
I know the OP didn't mention anything about cold weather, but maybe a hub that is on its last legs could act the same. When mine finally died, I replaced them with some manual hubs and never had the issue again.