I would take a look and see if there is a pin or a set screw that is holding them on.From the photo it looks as though there is a flat spot in the hub were a set screw could be. You said you heated it up and cooled it. If you don't already know you have to heat up the outer hub and keep the axle cool. The hot part will expand and the axle will stay the same size or contract if you cool it.