On the Diffs, I've never tried to engage them in park, but most of the time I am in a slow roll. The center diff locks the fastest for me followed by the front. The rear seems to take the longest, but it also needs some slippage in my case to fully engage. Some people even make a slight turn on dirt or grass to cause this slippage to encourage full locking. If this doesnt' work than as Illian suggested it could be a vacuum leak or the pump could be on its way out.
The window regs for a MBUSA G are $1,000 parts + Labor. Expect to replace all four. Also since you are in the northeast, rust is typically an issue with the earlier MBUSA G's due to the usage of a cheaper paint.
One last word on service records- my G came with detailed service records for major items and was a single owner truck. That said, when I brought the car to my mechanic for a once over (Wolfgang's in Tenafly NJ), he found that the original fuel filter was still on the truck after 100k miles, which made me doubt that transmission, diff and locker fluids had ever been changed. So basically, even though all the Service A and Service Bs had been "performed", they weren't exactly dilligent. It's always a good idea to reset the bar with service whenever you get a car with somewhat questionable service history that doesn't seem to have major items like fluid and filter changes, which you would think is fairly basic for a MBUSA dealer...