Please post the full tractor serial number with your reply.
When you checked the "gear box", do mean the rear "bevel gear" compartment?
Did you check the transmission oil level too?
Or do you mean this a Direct Drive "manual" transmission and not a Powershift transmission?
If it is direct drive, is the clutch lever locking into position?
If this is a powershift, is the drive shaft turning?
The only trick to a powershift is to verify the linkage s going to neutral or the internal "safety valve" will not allow you to select a gear.
If the linkage is selecting neutral and all three speed, the problem could be inside the control valve is stuck.
No external release is on the transmission or the control valve.
The only thing left is the brake lock. It appears you have already checked for this issue but, I just want to verify you have seen the brake control rods are moving at the steering clutch housings and not just that the pedals are moving.
Beyond looking at these items, pressure testing is needed to see if the transmission pump is working and the pressures are correct to the transmission and torque converter.
Please provide as much detail as you can about these checks and I will be glad to help you as much as I can.