I hope you can help me with my stupid questions.

I have a 2005 gmc yukon xl 2500 with 6.0 vortec and 4wd.

I live in finland and now in winter we have lots of snow and ice.
Should i use the auto 4wd or the 4hi mode? Which is more safer considering the transfer case and other parts?
Sometimes there is dry pavement sticking out from the snowy roads.

And the next question..
I am going to tow a heavy trailer that has an old saab 99 police car on it. A theatre prop. I suppose i should put the towing mode on when the saab is on the trailer? What about when the trailer is empty?
The roads will be icy. What 4wd mode i should use when towing?

Is there anyone who is willing to sell me parts for my car? If i order parts from usa carparts shops the customs will tax me really bad. But if i buy my parts from a usa private person i dont have to pay taxes.

Sorry for my bad english