Presumably you are talking about 4wd LOW?
Going forward, the 'trick' is when one front wheel is spinning freely,
it needs to rotate 3 revolutions before the other wheel which is on the ground will rotate with torque and pull you forward.
It takes those 3 revolutions before the brakes are applied to stop the freely spinning wheel.
It happened to me once at the off road course at a Jeep show. The 'spotter' told me what was happening.
Which is why I often turn on the rear locker so I at least have power to the ground with 3 wheels.
We don't have a front locker like on a Wrangler, the Cherokee applies the brake to the freely spinning wheel.
I think I have correctly explained this, any comments?
I have learned that 4WD is pretty much useless unless you have tires with a high coefficient of friction for whatever the surface is.
The tread pattern is also important.
On snow and ice you need really good 3-peak snow tires. Studs are even better.
Finally to try and answer your question: I think going forward or backwards works the same.
You will have weight transfer differences and reverse has a lower gearing.
Don't know about brake locking in reverse.