I have a periodic grinding noise in the front end of my 4-wheel drive while riding down the road not using the brakes. It is metal on metal and comes and goes. Mechanic cannot find anything wrong. Gets worse as I turn to right and it can be felt in the steering column some. Sounds like when brake pads are worn out but not the brakes.

It seems as though you have changed everything.

A grinding noise is associated with something turning or rubbing against something. The only other thing that springs to mind are the drive shafts, which have splined ends. The link below will show you generic images of driveshafts
kia drive joints Google Search

Each end of the drive shaft is splined. One end fits into the gearbox and the other end attaches to the road hub of the road wheel.

It's usually the hub (universal joint that allows the wheel to turn)/ wheel end of the drive shaft that wears. It may be that the grinding noise has been more pronounced when turning? And the grinding noise is coming from just one side?

A new drive shaft isn't cheap although second hand ones are readily available. replacing a driveshaft isn't a particularly difficult job.

However, it may be an idea to get somebody to remove the brake calliper/rotor/ driveshaft hub and inspect the hub/splined end of the drivehaft. What you're looking for is worn, broken or chipped splines. If all seems okay try cleaning and repacking with driveshaft grease. It's probably the hub - the bit that allows the wheel to turn - as opposed to the splines -there's bearings inside that hub (also known as a universal joint). There's no real way of examining that hub other than replacing the driveshaft

Hit in the rear axle may have damaged bearings or brake parts. Jack up the side you hear noise from, put on stand, then have helper rotate wheel while you look underneath and listen to see where noise is coming from. Use length of old fuel or heater hose, one end in ear, to locate exactly where noise comes from.

May Sound stupid but I would check for gravel.

Hello i would check your wheel bearings or sometimes called bearing hub .Jack car up prop the car with axle stands now remove your tires and rotors once removed wiggle you bearing hub left to the right your bearing hub should have minimal play one side to the other is obvious the looser play hub will be your noise you have been experiencing.most people call this road noise.

First remove the wheel that has the grinding noise and rotate the wheel to hear the noise. If it is a muffled grinding noise it will be the bearing. If external it will be a fully worn brake pad

could be a rock stuck between the brake rotor and calipers or dust sheild...on the other hand could be badly worn brake pads wearing metal in metal.....maybe even worn wheel bearings. when was your last brake inspection(worn brakes)? have you been driving on gravel roads(possible rock)? how long has this noise been occurring for(progressivly getting louder?-does braking effect if(worn brakes)? is it louder when cornering hard-and will it go away when turning the opposite direction (wheel bearings)??

Sounds like a wheel bearing.

There are a couple of things to cause metallic sounds when turning. First thing, is if it's a clicking sound when you turn, then you have a cv joint going bad. It's usually more prominent when moving in reverse, however it can happen just as well while moving forewards. Secondly, if it's more of a grinding or scraping noise, we have a couple of options. The sound could be coming from the brakes, if they're worn or have grit stuck in them, or it could be bad bearings in the front wheel hub. The wheel hub has a tendency to making a whining noise when driving; usually most easily heard when driving past buildings. They can also allow the tire/wheel to present the appearance of leaning when looking at it. If bad enough, it can even rub on the brake caliper, or cause the disc brake rotor to wear out the brake pads prematurely. So, to recap: Check:
CV joints, if a clicking sound brakes or wheel hub bearings if grinding or whining sound.

Sounds like wheel bearing or CV joint is shot at the best your brake pads are down to the metal

The car should be off the road as both sets of bearings can seize with dire consequenses and if it is your brakes !! need I say more