My guess is that you're running on pavement? When turning, physics dictate that the outer wheel must travel farther than the inner wheel. Since you locked your diff it's now forcing both axles to turn at the same rate. The axle is popping out because something has to give and it's now the weak point.
You may find that the inner bearing on your outer hub is bad, and is allowing the axle to push outward far enough to pop free but if not you may need to free up the diff to allow turning.
GV2 Pro, XXX4G+, Blitz SCT, CRC GenXL