Try adjusting the clutches to see if it makes any difference, if not, drain the final drives to see how much metal comes out, if no problem here, drain the bevel gear housing to see what comes out, remove the counterweight and pto cover and look inside to see what state the bevel gear and pinion is in.
Also check both your sprockets for side movement, that will tell condition of the hub bearings.
The biggest problem with the small loaders not steering is failure of the clutch release bearings or their cages.
If you have a release problem the tractor will push fine straight but stop and load the engine when trying to turn.
Later Bob
Bob,
The tractor pushes fine going straight even when using either steering clutch. The issue only arises when I'm in reverse with the left steering clutch pushed in. It runs fine when in reverse with no clutch engaged or right clutch pressed down. I'm not sure if that helps diagnose anything.
I suspect a problem with the Left brake band.
Later Bob
If the symptoms shift from side to side, check for cross shaft movement. (failed bearings).
When going straight the shaft will tend to center itself and appear normal.
Bob,
Is there a way to diagnose if it's just a brake band?
Old magnet,
How do I check for cross shaft movement?
I apologize, I'm a bit of a newbie.