Unfortunately it seems that every time I turn hard left or right, the car seems to jerk until the turn is complete.
Could it be the axle shaft U joints? Differential maybe? Or if the car is stuck in 4WD ? How could I diagnose this?

 

Would you describe it as it feels like it jumps/slips between each front wheel for grip? If so it could be your wheel alignment needs looking at as the two wheels are trying to turn a different circle path

 

I'm not sure, it definitely jumps a couple times before I complete the turn, as for alignment I'm not sure, the wheel is a bit uncentered but the car does not veer to the left or right when driving

 

Nor did mine.

You could check for any play in your steering joints and linkages which may cause it.

 

Sounds like you're in 4wd.

That will wreck the transfer case shortly if driving on pavement.

 

True. I always forget about 4 part time. I just run in 2WD or 4 full time.

 

After a thorough inspection of the suspension system and then the transfer case, it turns out that the transfer case was not shifting out of 4WD, even though the Shifter was on 2WD. Problem to be resolved very soon!