Well, If I had to guess, it sounds like you need to do a major trans service.
When was the last time you had your transmission pan dropped, cleaned, replaced with a new filter and refilled the tranny and transfer case with fresh ATF? Or maybe the real question is, have you ever had a complete trans service?
Wheeling on sand sand requires a close watch on tranny and diff maintenance.
The clunking you are hearing/feeling is most likely your transmission shifting harshly and possible also you could have the 'drive line' clunk people talk about.
Bart