Usual reason is brakes full of crud or even rusted engagement pins stuck in the caliper.
#4
StarTech
Hydro Gear 314-0510 transaxle.
As Bert suggest the pins (circled in red) do stick at time from corrosion in the caliper (circled in orange) . This located on the RH side near the front of the transaxle. Also neutral linkage may have become disconnected in the same area.
Check for stuck brake as suggested below. If that is not the issue when you released the neutral valve lever in the rear of the tractor it may not be moving the lever or not moving it enough. Check to see that the lever attached to the rod is moving freely.
It may be stuck.