They can get very seized, try shocking it with a hammer, also try spray some wd40 or the like in there, tighten the nut, undo and repeat a few times, can help to loosen up
If the gearbox side doesn't have a pin you will have to use a pry bar to pop it out, they have a circlip that holds it in place
Also are you trying to remove the shaft from the hub without the gearbox side of the shaft removed?