What is the difference between selecting 2WD mode and Auto mode in 4x4i system?

Please consult your local dealership to clarify -- they are the "experts" specific to Nissan's. My suggestion would be that in 2WD, when wheels slip and lose traction, the 4 wheel drive kicks in and helps out. In "Auto" I would guess that the vehicle is continuously using all 4 wheels at various levels of input to operate the vehicle for even normal driving.