1998 Jeep Cherokee Noisy and burnt smell in rear area

I just purchased this vehicle and had noticed that there was a odd noise coming from the rear. I know that the vehicle has that 4wheel drive running all the time and it does sound like it but the noise seemed to be a constant. I did look at the rear rotors and they were horrible. It took me forever to get the rear wheels off and even longer for me to remove the rotors. Once I did the parking brake shoes where horrible also. I replaced both of them. Put two new rotors on and reconnected everything. But the noise was still there. And the smell too. Now a few more things of note. I didnt replace the pads in the rear or the calipers. Also the rotors where a little snug when I put them back on over the parking brake shoes. The self adjustment screw would only go so far since it is 11 years old and the auto parts store didnt have replacements. My question is could it be a caliper? Or are the rotors so tight to the parking brake shoes it is doing the same thing it was doing before I repaired it?