You mention the noise being present when you have the clutch depressed; is the noise there when you have the clutch depressed when not moving? If so, most likely clutch thrust ('throwout') bearing.
With regard to removing covers for inspection, I'm pretty sure your tractor is very similar to my 4100 so the following is base on that.....taking the gearbox top cover off (where the gearshift levers are) is a very simple job so I'd start there, look for obvious problems. Next easiest cover to remove is probably the hydraulic cover that includes the 3pl lift arms, make sure you have a workshop manual or do some internet research before you take this off as there are passageways in the sides of the housing with bits that have to go back a certain way. If still nothing obvious, I'd take the steering unit off and have a look in the clutch housing, this involves removing the cowl panel and possibly the fuel tank. There's also a set of reduction gears in their own enclosed housing at the back of the gearbox, not accessible without splitting the tractor and partially dismantling the gearbox.
If you have access to a bore-scope or similar, might be worth removing the round inspection plate on the side of the rear axle case just near your left heel when you sit on the tractor, need to remove the left foot plate and drain the rear axle, about 40l of oil in there. You won't be able to see much through there without a bore scope or similar.
