I can't figure out how to go back to the Order of the Phoenix levels in order to play them in free play mode. I go to The Leaky Cauldron to play free play but my only option is to play the Half-Blood Prince chapters.
If you go through the door to Hogwart's, the only option there is to continue playing the game from whatever level you last completed. To replay levels, there is a corkboard in the Leaky Cauldron, just to the left of the door to Hogwart's. When standing there, you can select any of the previously completed levels, replay them in story or free play mode, and see what hidden collectibles are left to be found.
The view on the corkboard will default to the latest level you have completed, but you can move the cursor to the edge of the screen in order to scroll to a different book's levels.