Will it mess up my transmission if I leave f-250 in Park when I turn 4-wheel drive

Having problems with the four-wheel drive kicking in full time is it a fuse oil level possible in fuse or switch manually on the floor going in you can hear grinding in transfer case

The grinding is Orland pricing into 4 low or 4 high not as activated going down the road

No problem but you can't put it in 4Low without being in neutral.

Yup, has to be in neutral. Anytime you have noise in the 4x4 system check the level and condition of the fluid in the transfer case.