I had the same problem. Put the whole tractor on blocks/stands and run it slow. I had grinding noises in the front axle. It turned out to be the bearing was seized around the spindle shaft ( axle was leaking when I got it, previous owner must have let it go dry too many times )and it all was turning in the axle and oblonging the casting..needed a new axle end-cap, gear and bearing.
( $900.00) total..don't mean to scare you..but listen to where the noise is coming from..If you don't hear anything, it could be as simple as the drift pin that locks in the FWD at the engaging pull arm..or even a u-joint in the drive-shaft..couple of scenarios for you to review
