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Saint Paul, MN
I agree with professorG. The bags shouldn't deflate. Definitely have a leak in your system. Bags, lines, or compressor.
You'll need the drivers master window switch. I have had many of these go bad for exactly what your concerns are. Parts are $250 from the dealer.
Could be your air pump, but that typically sounds like a buzzing or wheezing noise. I suggest it because the air pump runs for a short time on cold startup.
I have seen a lot of h3's with melted shift forks and shift collars in the transfer case which causes the vehicle to "hop" when trying to make sharp turns forward or reverse. First I would make sure you are in 4 hi on the tcase selector switch then try backing up in a figure eight motion several times. Sometimes that helps disengage the shift fork. If that doesn't help chances are you need to replace the shift fork and collar. They are plastic and the new ones are upgraded to aluminum. As for urgency, sort of. Your tires are actually scuffing when you turn so tire wear May be an issue and more components internal to the tcase will be under more stress which could result in premature wear. I would do it sooner then later. Cost varies. It's mostly labor. I would say $800.00 to $1000.00 at a shop