Have no experience with HST transmission. Is your PTO engaged hydraulically? can you measure or inspect HST pump pressure? do you know if you have flow to your Hyd motor?
JC,
Edit:
I went to NH site and briefly looked at the mechanism. It looks to me the Pto final shaft is directly coupled to transmission input shaft going thru the HST pump/motor assembly. In other words if the engine is on and clutch out the PTO input shaft should be turning anytime the engine is on. The coupling between pto final output shaft and the pto input shaft is done by a sliding coupler. If I'm correct then with the engine off, I'd engage the pto without any implement attached to it and then turn the engine on. when I let go of the clutch the pto should be turning even if I have HST pump/motor issue. I'm thinking you might have an issue with the main clutch not turning the hst input shaft.
Rick will be here soon to sort it out.