Drill the head off the screw .....unscrew the chuck ......grasp remains of L.H. retaining screw with pliers and undo it.

You may find that the small L.H. screw comes out as you drill it ......the drilling action is in the correct direction to do this.

A bit of brute force maybe required to unscrew the R.H. threaded chuck .......try sticking the short end of a large L shaped Allen key in the chuck then whacking the long end of the L with a hammer.

Heres an American site showing the dismantling process.
http://www.wa4dsy.net/robot/drillmaster/index.htmlhttp://www.wa4dsy.net/robot/drillmaster/index.html