2002 Denali seems to be stuck in 4 wheel drive

a broken CV or UJ on a drive shaft can cause the steering to lock up , jack up front end and check for damage to the drive shaft's rubber covers to the drive joints, push/pull wheels in and out , as in steering motion while spinning wheel and feel if there is anything restricting a smoth movement , hope this helps

Do you have the vehicle in 4 wheel drive? 4 wheel drive is only meant for slippery conditions. It will act exactly as you describe if on dry surfaces.

Most likely cause is the transfer-case actuator, the connections may be corroded at the actuator harness as well. Check for corrosion first.

{: ) If your vehicle has an AWD (All-Wheel Drive) feature, engine power is sent to all 4 wheels all the time. This is like four-wheel drive, but there is no separate lever or switch to engage or disengage the front axle. It is fully automatic, and adjusts ityself as needed for road conditions.

you dont have the 4x4 feature because 01-06 denali its equiped with ALL WHEEL DRIVE sistem

Is this an all-wheel drive or 4 wheel drive. If it is it sound like you have the vehicle in 4 wheel drive.

the most probable cause is the front diff actuator

worn out hub bearing. do not drive anywhere but to get it fixed! Jack up grab wheel at 12 and 6 and rock it ,loose aint it.

Yup - you may need to get the grilles and such as well...