Hi
Didn't your VX came along with the owner's manual ?
Our american TOD which is all time 4WD must be on neutral to shift into 4H,4L or non TOD so you might want to do the same although your JDM has the 2WD option.
I'm not quite sure if you can shift from D to N while the VX is in motion & select the 2WD to 4WD & viceversa.