Can you tell me the difference between these 2 vs 4X4 modes?

In 4-wheel lock, the front and rear driveshafts are locked together all the time. Avoid that when driving on dry pavement as it puts a lot of stress on the transfer case.

4-wheel auto leaves the two driveshafts unlocked until their speeds differ due to a spinning tire, then they lock up momentarily. You are unlikely to feel the engagement, but it makes going through deep snow a lot of fun.