i work for john deere and when they assemble these type of wheels they are as you say just slid onto the shaft a key is inserted which is then retained by a c clip from what you say it looks like the wheel/axle/key are rusted together, what you are doing is probably ok but if you drive the key inwards i think it will achieve little, you dont say as to why you require the wheel off . if its to replace or repair the tyre you should be able to do this without removal of wheel if it is for another reason i suggest you follow the course you are on lubricant , wd40 heat etc if all else fails you could get your collar welded into place the only other thing i can suggest is raise machine up and try to drive them off from inside outwards with a drift/blunt chisel
p bainbridge, October 2006