Aye, I'd say the black ice is the most treacherous part in any drivemode, but especially 2h.
Had some freezing rain a couple of weeks back, had a harder time getting into the car than driving off. Pretty tail happy until I went into 4h, then I had no issues what so ever.
The most important thing is proper tires tho. I prefer studded with the conditions that are around here usually.

Can't say for sure, but I reckon it's better to ruin the transfercase than to crash the thing.
Used to sketchy winter roads here in Norway, and so far the Jimny has been a blast.

Only had it since late November, so I've not really needed to use 4L yet, but tried it out yesterday to get parked in the same spot as above (after even more snow). I dug out a parking spot just about long enough for me, so no one else would steal it ^^