If you have a hair dryer, warm the eccentric shell up with a hair dryer and then try it in the vice. With heat it might be easier to unthread it and a hair dryer is not hot enough to damage anything. If it was me, I would probably put it in the vice first, apply heat for several minutes.
When you put it in the vice, do not put the thin part of the eccentric at a vice jaw, that could deform and push the eccentric metal tighter on the threads, making it harder to unthread.
It might help if you add some penetrating oil either before or after you apply heat. Do NOT use a spray can of something flammable if it is near an operating hair dryer, only use one at a time.
Try to loosen the left side first, not the right side.
That said, now that you have put grooves in the eccentric from the set screws, the eccentric might not work that well in the future if the set screws no longer work to hold it in place. You might need a new one anyway.
