It may be that the HST pedal is not returning exactly to the neutral position. If it's even slightly engaged, it will put enough pressure on the drivetrain to bind up and make shifting difficult. With mine, it's easy to shift to the neutral position when the tractor is coasting to a stop, and once it's at rest, it slides into the other range easily.
It's also more finicky when in 4wd since there can be some front - rear binding in the drivetrain... helps to keep the front wheels straight, and rocking it a bit will relieve binding, as noted.