x2 -- the vehicle probably does not need to be in 4LO, even in regular snow.
And you can leave the BWM on overnight. The BWM only allows you to disconnect 4wd, not to engage it. You can never engage 4wd manually with the BWM and so leaving it overnight is no problem because the 4wd system is disabled while the out.
IZ,
Please note he has a 96. The BWM on a 95 or 96 can be used to provide the vehicle with 4high. It's sort of the 'anti-BWM... instead of cutting power to the transfer case clutch coil, they use the same brown wire (wired *slightly* different) to
send power to the clutch, locking it in 4high. People around here have been doing it for a couple years with good success.
Getting back to the original questions, there are two issues: One being the switching when in park, and one being doing it in 4low. There should be no difference in parking the vehicle in 4high versus 4low. The parking pawl is in the transmission, not the transfer case, and the transmission output shaft will have less forces on it when it's in low range. I suspect the perception is that it may be tougher, but it really shouldn't be any different at the column.
The other issue mentioned, with using 4 low to park to 'make sure it works' is irrelevant. The transfer case shift motor and, therefore, the low range gear set, have nothing to do with transfer case lockup in a 44-05 transfer case. Lockup is handled strictly by the transfer case clutch coil... Low range doesn't automatically lock the case. If the BWM switch is off, you'll be in 2wd low (the other advantage of the BWM).
As for why it moved: My guess is that there happened to be more pressure on the front wheels than the rear when you put it in park. Then, when you cut the power to the transfer case, it simply allowed the force to get shifted to the rear axle... nothing to worry about.
-Joe