There isn't a lot of forward movement into 2wd high from neutral, and it doesn't take much to pop it out (More than once I've changed into 2wd thinking it is fully engaged and pulled away from a junction to an almighty bang thinking I've broken a halfshaft, when actually it's just jumped into neutral!) It never jumps into neutral the rest of the time, only when I have just changed back.
Is the nut on the end of the selector shaft loose (i.e. where the red lever connects to it)? If it is, with the red lever forwards the shaft might not be far enough forwards to engage properly and for the detents to 'do their thing'
Quick removal of the front cover over the shafts could identify any issues as well, as you can see the shafts all moving then.