SA-227 Flight Crew reported landing gear failed to retract when selected up after take off. The Flight Crew ran the QRH procedures and elected to perform an air turn back and precautionary landing at departure airport.

Narrative

During our Gear Up call out; the Captain made note of the hydraulic annunciator and we both verified loss of hydraulic pressure with the pressure gauge. ATC was then made aware of our situation. We asked for vectors to run checklists. We ran the hydraulic failure checklist and the Captain proceeded to call for the hydraulic failure checklist and the Captain proceeded to call for priority gear extension. Who omitted the landing gear lever down step due the Captain giving the checklist to me verbally and omitted the gear up step of the checklist because we received three green (down and locked) on the gear indication. We then asked for vectors back to the Runway XXR at ZZZ. As we made or final approach; the Captain notified the passengers of a possible evacuation of the aircraft on the ground. When then proceeded without final approach and landing after completing or gear down before landing checklist verifying again that we had 3 green indication and flaps still in the 1/4 position again not making note that the gear lever was still in the up position. We came to a stop toward the right side of the runway and we're in immediate contact with ops and fire. Once the aircraft was deemed safe the passengers were shuttled back to the gate and the aircraft was towed back.