My 04 Dakota 4x4 makes a clunking noise when 1) in 4-wheel drive going forward while turning either direction (but not while going straight) and 2) in 4-wheel drive in reverse (straight or turning). It does not do it in 2-wheel drive under any circumstances. I suspect the front drive shaft U-joints since it only happens in 4-wheel drive. Rear drive shaft U-joints or front CV joints would be a possibility but I would think they would cause a noise in both 2 and 4-wheel drive and in either direction equally.
Does it do this on dry road? Dirt road? Mud?
If it’s only dry road, then the 4X4 system is binding, and the solution is to not use it on dry roads.