I had an agco tractor made by Iseki a few years back with the same problem. It was a new tractor and the lever to shift it into 4wd didn't want to move. The dealer said they were tight and would bind a little. He put one hand on the lever and one hand one the shaft the the lever is connected to and pushed in on the shaft while moving the lever. So from then on that is what I had to do to make it go into 4wd.
I don't know if you have the same issue, but you might try it. Good luck!