I'm out of town sorry for the delay. I does make the noise with nothing attached. When it first started it didn't. I can't tell exactly where the noise is coming from but it is under the seat somewhere.
On two of my Fords ( dual clutch) the PTOs, when all gears are in neutral, PTO disconnected, and motor off, I can spin output shift both directions without any noise. There is zero play in the shaft, sideways, up and down , in and out. More description of your tractor might help. Do you have rear mounted remote valves?