I would think it would be much better to put the rear tires on the dolly and pull backwards. might need to lock the steering but I doubt it (I probably would). It shouldn't be that hard to adapt the dolly so rear tires would stay in place. Not sure about how to handle transfer case but could...
i know this post is old but it helped me today. My john deere 4020 had the same problem. After some research I found the collar was stuck inside. One came out rather easily after WD40 but the other I couldn't pull out. I tried several tricks with no avail, including sticking a piece of 1/2"...