Actually its opposite, 4WD will almost always have at least 2 or 3 locking differentials, while AWD may only have 2 and that too open differentials and instead rely on braking via traction control to mimic a differential locking.
AWD will always fail in situations where only 4WD works. Both have differentials, but the difference is that in 4WD differentials can also be manually locked and not subject to Traction control system. Also, just having a differential isn't enough, as there can be as many as 3 differentials (front, center, rear), each with its own capabilities and benefits.
Majority AWD systems are low cost now days and rely on braking (usually via Traction control) to mimic load on the free wheel (as if it is stuck) in order to send power to the other wheel at the same axle, instead of providing a locking differential. 4WD systems can also be used in an open diff mode blurring the line between the two. But given the option, 4WD allows more control, while AWD is more imperceptible giving an always on feeling (even when its not).
Then there are some very good AWD systems (closer to 4WD) out there and some poor ones (closer to FWD). However the problem is that almost all AWD cars that we get here in Pak have AWD systems that are on the poor side. For example, AWD systems with open diff, i.e. with no credible differential locking (mechanical or electronic) capacity being driven on snow, will spin all four wheels for a bit and then basically go no where.
The problem is that Haval has put 4WD badge on a car which is AWD.