I agree that going up hills with all implements attached slows progress, but the "not go at all" part is disconcerting.
Mr. Jabroni, it is up to you to decide if something is "wrong", but consider this: The HST is not unlike any other implement that demands pressure/flow from your hydraulic pump. With all the weight up a steep slope, the engine WILL labor more and the machine WILL NOT move as fast as it would on a flat surface (it isn't gear driven, remember, so the ratio of engine speed and treadle position to ground speed is not fixed).
I routinely go up a 30% slope and with FEL and BH attached, I consider it the steepest reasonably attacked before I shift into low range. It does weigh the engine down and makes a bunch of whining while trying to move up the hill.
All that said, if your tractor really seems to be behaving very, very poorly on slopes, a dealer call wouldn't be out of the question.