If the axle has never been removed or hasn’t been removed frequently it isn’t unusal everything is stuck. Yes, use a rubber mallet to hammer everything off/out. Go get some emery cloth, it’ll be around the sand paper at the hardware store. Spray the axle w/ WD40 and go to town with the emery cloth to knock down the burrs from the set screws, hubs, sprocket ect. You could also get a hone for your drill to use on sprockets and hubs.