The cotter pin should be in the end. You can buy a big screwdriver bit that will fit into the end cap.
http://www.sears.com/craftsman-4-pc-drag-link-socket-set/p-00934299000P
I have never had to use heat to get them out, I always clean it out as much as I can and then spray it with some penetrating oil. They are regular threads.
Good Luck
Don