Generally speaking 4 wheel means if your front and rear axles have power simultaneously which is true for roxor. Open differential on 4wd mode will always be 4 wheel unless one of the wheel loses traction either in front, rear or or both, in that case it will be 3 wd or may be 2wd depending upon which side of wheels loses traction.
When you can lose traction and why?
When your wheels are slipping or they dont make enough contact on ground so
when one of the wheels loses traction an open diff will power the one side with least resistance (the one which lost traction), which sucks sometimes.
Solution:
1) get tires suitable to your needs that will give you the max traction depending on the terrain you are going to work upon. Muddy terrain will definitely require some aggressive tyres.(Cheapest option will get you through most of the difficult terrains still would recommend a winch in case you get unlucky)
2) get spartan lunchbox type rear(automatic) locker if you want more traction. I am not sure of available LSD options but they will also work. Not very expensive and will give you decent traction when ever there is a need.
3) finally if you are going for a hard core terrain get a selectable locker( they are not cheap), this will always give you max traction when its locked.