If the exhaust collector will not move, the cylinder will need to be unscrewed. But make sure the piston is free to move before trying this, as the con-rod will break if the piston is stuck.
The engine maintenance manual gives details on making a cylinder removal tool.
The instructions given are to make it from a piece of flat steel 3/16" thick & 1" square, with a hole drilled in the middle for using a screwdriver as a "T" handle.
I made one from a piece of steel & bar found in a box of offcuts & salvaged bits in the shed. I didn't bother to make it 1" square though, I only squared up the ends and drilled the hole for the bar.
If the cylinder is very tight I usually use a vice to hold the engine crankcase (use wood or similar to protect the engine from the vice jaws) and use an adjustable spanner to turn the tool. You will probably need to replace the gaskets if you remove the cylinder to prevent leaks. Also make sure that the slot in the top of the cylinder lines up with the crankshaft or is at 90 degrees to the crankshaft when reassembling.
Here is a picture of the cylinder removal tool I made.
Here is a link to my wife's O&R collection. She also has a Tiny Tiger (not pictured) that is partly disassembled. It all started with the yellow pump (Type 217) that a friend of her grandfather gave me.
