Grinding Noise

I've been hearing a sort of grinding noise on my 98 XJ (4x4, auto, 85,000 mi) when I go up a steep hill. I thought it must be u-joints so I replaced them, no change. From inside the car, it seems to be in the middle, coming from somewhere in the general vicinity of the shifter. Today I noticed that it is making the noise while stationary. I checked under the car with a stethoscope. The only place I can hear it is on the transmission mount. However, if you listen to the transmission or transfer case, no noise. Also no noise from the engine. It only does it when it's in gear, not park or neutral. Transmission and transfer case shift normally, both have recent fluid changes. Anybody have any ideas? Thanks!

I had a "grinding noise" in gear under load in 2wd or almost all the time in 4wd, front pipe was just touching the crossmember, my fix was cut off the mount at the rubber move it and reweld, I made sure there was a good 1/2 inch between the pipe and crossmember

Yeah I would definitely check the exhaust tubes. I know my tailpipe rattles against my hitch only in gear, not in park or neutral.