Frozen, cross-threaded are your only possiblities I would think. First, I would contact Cobra and ask about the possibility of getting a pin/screw replacement. Then I would put the hex driver, or screwdriver on the screw and gently tap the end to help break it free�be careful, too hard and you risk damaging the sight. If that doesn't work you could try to heat the screwdriver on the end next to the screw and let the heat transfer into the screw and see if that won't help in breaking it free. Next, you have to assume that it is crossthread and if that is the cause then just "lay the hammer" to it and break the head off�hence the reason you have already called Cobra for replacement parts.