One of the things that has to break-in is the clutches. New they are a but stiff and at about 3900 they won't have moved very much anyway. Need to run it up into the 45-4800 range for short bursts then farther as time goes on. This will not only pulse-expand the piston which is vital for engine break-in, but exercise the clutches. CFM uses slide-type helixes and flyweights that need to get a smooth surface before working correctly...and that means it needs run up into higher RPMs. IF it won't shiftout it must be binding somehow and needs to go back to the dealer but try taching it up for short bursts first. Remember that 96% of an engine's break-in happens in the first 40 minutes of running so don't be too shy for too long. Engines need very little beak-in time these days.