First question, and please don't be offended by this, at times we all do things that are head slapping dumb. Did you remember that it's a LEFT HAND THREAD? If you forgot that tidbit, that's your problem.
Second, I am absolutely NOT a proponent of using Locktite on the Ejector Rod, it creates too many problems if you ever have to service these parts. Frankly I would be shocked if someone at S&W used Locktite on these threads, they should know better than do something like that. However, on the off chance they did Locktite those threads there is a very simple solution. That is HEAT. Bake that cylinder in an oven until it's heated to about 150 degrees and it will normally come free easily. The only excption to this is if the High Temperature Locktite is used, in which case you'll want about 350 degrees of heat. You'll also have to free things up while the cylinder is hot, so you'll want some good leather gloves for a 150 degree heat and welders gloves for the high temperature Locktite. BTW, the High Temp version is basically a special order item, nobody stocks it, so it's very unlikely to come across it.
Also, if you ever do see a gun with these threads Locktited, it's an absolute MUST that you clean every trace of that crap from the threads on both parts before attempting a re-assembly. This means using a very powerful solvent such as MEK to clean up the mess.
Three, fired cases are your friend anytime you have to do this, personally I prefer a full cylinder. They provide an additional "lock" that keeps the extractor from being damaged.
Four, I've always used my left hand to hold the cylinder and a small piece of leather folded over the knurling and gripped by a small pair of pliers to free up the extractor. The problem with trying to use a mechanical device to hold the cylinder is that it can "tip" in the clamp. When that happens you've just bent the extractor rod. Holding the cylinder in the hand will keep this from happening. From your description, it sounds as if someone tightened this joint "stupid tight". When that happens, HEAT is your friend, on the order of 350 to 400 degrees. Which means you'll need those welders gloves again. You'll also want something like an old ceramic bowl handy to drop the cylinder in once you break the ejector rod loose, even with welders gloves you'll have a relatively short "comfort time".
Finally a bit of Engineering background on screw threads. A fine pitch thread has a shallower "ramp angle" than a course pitch thread. As a result of this a fine pitch thread will produce a higher level of clamping force in proportion to the torque applied than a course pitch thread will. The threads on the ejector rod are a VERY fine pitch and this means that they do NOT require an extreme level of torque to keep them tight.
When I assemble the ejector rod to the extractor I use my left hand as a "slip clutch" and this allows me to adjust the torque applied by varying how hard I squeeze. If the ejector shoots loose, I'll squeeze a bit harder when I re-tighten it. BTW, as a starting point the level of squeeze is basically a good firm handshake grip without an intention of inflicting pain. It might take a bit of trial and error to find the perfect level of squeeze but that's simply a good excuse to go shooting.
One final note, the first time I put an ejector back together it took me at lease 45 minutes. Because of the very fine pitch on these threads it's a joint that is VERY easy to get cross threaded. If it won't spin in with a twiddle between thumb and forefinger, you've got it cross threaded. Eventually I figured out a trick to getting these threads started the first time and it's pretty simple. Push in against the spring and turn the ejector rod in the unscrew direction until a very light "click" is felt. That "click" is the starting points of the male and female threads "dropping" into mesh. At that point you should be able to freely spin the ejector rod into the extractor. Note, threads fouled with locktite won't permit that "click" to be felt, which is why I'll never used it on this joint.