Lots of heat. It's a PITA but can be done with patience.
+1
Patience is the most important here as it's easy to slip the tool (depends on what you're using) and damage anodization... Heat-gun is your good friend here (or boiling in plastic bag), those grip-vise things for opening jar lids can help as well...
I always try unscrewing with double-sided/mounting tape that increases grip by miles, two strips on both parts and try it with hands once heated up (but then again I have strong grip)...
If one part comes off and once you're left with middle threaded part, then you can use some kind of string and wrap the threads in it, make it thicker than threads as when you grip with small channel-lock pliers, threads stay undamaged, then use grip-vise to unscrew other part...
Remember, patience... if it's not budging, leave aside and try again later on...