Chris,
Surely the long term electrolysis has cleaned beneath the threads. Go to your local drug store and ask the druggist for a small bottle of "Oil of Wintergreen". Place it around the top for a soak and then tun the shell nose down and pour a little around the base of the sabot. Keep the oil wiped off the exterior.
Oil of Wintergreen is much better than penetrating oil and will not harm either the sabot or the shell.
If you have a way to vibrate the shell in each of the positions, so much the better. The goal is to loosen the sabot, without damage. Above all do not put a pipe wrench on the sabot, worse thing you can do.
I was hoping someone would know which way the sabot unscrews, left or right hand. Use a canvas strap wrench and do not over tighten.
Kind Regards,
John
P.s. Dave the Plumber: remember the excitement and interest in your Eureka shell with the ring resistance percussion fuze, look what it produced.