Indeed, I would agree with others, that it would seem that there is something not quite right with your overdrive. That is, at least, if I understood the original post correctly, i.e. that after having engaged the overdrive in 2nd gear, it becomes difficult to re-engage the overdrive - either while still in 2nd gear, or then after having changed to 3rd gear. My own thoughts thus first go to the same as larrys40's, i.e. some kind of linkage problem, or then indeed per 31 Woody, incomplete clutch disengagement; through mine and others' experience, I've grown to have strong faith in the core Mitchell OD unit (5 years/32k miles, no issues on mine).
In case it is useful: I live up on a hill, and drive my Model A's every day up and down this hill, through several traffic lights, and then on the freeway, for a total of about eighth miles each way, plus typically another 5-20 additional mixed suburban/freeway miles during each day. I also have a 1:3.54 rear end, on a '31 Roadster and a '31 S/W Town Sedan; here are my shifting habits:
From traffic lights, in suburban streets:
1st -> 2nd -> 2nd+OD, 3rd
Onto the freeway:
1st -> 2nd -> 2nd+Od, 3rd, 3rd+OD
Up the very steep hill:
1st -> 1st+OD, 2nd...
It may not be the way 'you're supposed to do it,' but when shifting from 1st+OD to 2nd, or from 2nd+OD to 3rd, I always:
a) depress clutch
b) shift trans to neutral
c) shift Mitchell from OD to standard drive
d) double clutch
e) shift trans to next highest gear
It's a bit involved, especially so when going from 1st+OD to 2nd, but with experience is the only way I've found for grind-free shifts. It has the added bonus of giving the uninitiated passenger the impression that I'm casting a spell on my car.
Safe driving,
Andrew