I have a similar issue with my LM500 - apparently, the shifting is tied to the idle speed. Mine won't come out of gear into neutral or reverse unless i cut the key for a second - just before it dies, i turn it back on. That seems to be just enough to allow the shifter to slide into neutral. While it's not optimal, I've learned to use this method to make shifting much easier. When i stop, I can't just put it into neutral, as it is often still in forward, even though the shifter is in the neutral position. I cut the key off & let it almost die - and you can feel the shifter drop into neutral - then i turn the key back on & hit the gas to be certain I'm in neutral - otherwise, it won't start again, until I manipulate the shifter to get it into neutral.
I'm sure there is likely an adjustment I could make, but this method works fine for me & doesn't cost me a visit to the mechanic (which by the way - if I'd known how few & far between the dealers are, I likely would have bought something more mainstream.
The LM500 was discontinued - even though mine is a 2015 model (so I was told). I got it for $500 a few years back & it had many upgrades (windshield, dump bed, roof, lights, mud flaps, winch, plow
It's been a good vehicle, but I had to put a new carburetor on it last summer. After that, it runs great.