Boy, you sure are getting a lot of advice! Here’s mine.
Before you go buying lifts and lockers etc, just learn how to drive it offroad. At least 50% of off pavement driving success is driver, not vehicle. The stock Explorer is very capable for what I think you want to do.
Do this: have or get decent all terrain tires, have or get front and rear tow points, get a recovery strap, learn how to disconnect and reconnect your swaybars, learn how to air down your tires and air them back up again, find a friend that also has a 4wd and wants to use it, and go drive these green lanes. Don’t go alone in life you’re experienced.
After you do it a dozen times or so, THEN think about what you might want to get to improve things.
These things I listed are the very basics to do, but doing/having them will get you far, and get you back.
You don’t want to build your vehicle until you’re a capable driver first.