That's the way an unlocked 4WD works. The lockers would fix that. One locker will get three wheels moving, two will get all 4 wheels working.

As for which of those mods to get first it all depends upon the type of 4-wheeling you do.

I think lift and armor are good to do after tires, but most all my 'wheeling is on dry dirt and rocks where traction is pretty good. In Mud a suspension lift and lockers would be better; get the frame out of the mud and all wheels working.