You have a problem with one of the rear wheel motor shift solenoids, do this to try to find the issue, Key On Engine Off , hydro handle forward, shift to 4th speed, all solenoids are energized, use something small and steel like a washer and stick it to the end of the shift solenoids, start pulling, twisting wires until the solenoid drop the washer, should be able to narrow it down that way.

1st Speed - No Solenoids Energized
2nd Speed - Front Solenoids Energized
3rd Speed - Rear Solenoids Energized 
4th Speed - All Solenoids Energized
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