A good whack may break the glue. The glue also cant handle temps much above 500f. The proper name is : blade adapter. The one with the nubs is a fairly common one

Archimedes said, "Give me a lever long enough and a fulcrum on which to place it, and I shall move the world. I always say, "Give me a big enough hammer or a long enough breaker bar and enough heat and I can move anything".

Thank you both. I have a propane blowlamp which will provide the heat and also a large hammer with which to whack it. Is there any risk of a bent shaft?
When I have the blade off I will need to remove the blade adapter and put a new one on (so that I have nubs for the new blade to mate with). Can you tell me: how does this come off?

"Can you tell me: how does this come off?"...If it's like most it's a press-fit on the crankshaft. If it's rectangular a hammer blow to the side will usually loosen it up and it will come right off. At least it always has for me. Some use a gear puller. If it's really frozen some penetrant and/or heat will help.

Do not beat on the blade with a hammer - could bend shaft and/or damage bearings. Heat the epoxied area and knock the blade loose by hitting the end, as if to spin it, with a piece of wood, like a 2x4. Sharpen/replace blade and tighten. Whether or not it is held in perfect position doesn't matter as long as it's close.
It really wasn't a mistake to oil the threads; I use anti-seize on mine. The mistake was you did not tighten the blade bolt properly and/or did not check it periodically.
If you decide to replace the blade driver anyway, treat the shaft interface with penetrating solvent a day in advance, then put a gear puller on the driver and remove it. If it doesn't budge, some heat is again required to quickly heat up the driver so it expands away from the shaft, then quickly pull it off. It will have a Woodruff key for locating it which can be re-used if a new one doesn't come with the driver. Put the key in place, get the driver started on it, put the blade on and use the blade bolt to press the driver on.
To remove/install/work on blade: Remove spark plug wire and ground it. Tilt mower up on it's wheels with the carburetor side high. Turn the blade until it's vertical; use a block of wood to stand on or just your shoe to block the right side of the blade if removing or the left side if tightening. Use at least a 1/2" drive ratchet or breaker bar to loosen the bolt and finish tightening. Standing and blocking the blade with your foot, use your weight to tighten the blade bolt. If you have a torque wrench, use it to the specification in the owner's manual.
Make sure the cutting edges of the blade are facing the right way, and set the mower back on all four wheels. Re-connect the spark plug wire.

Thanks to all of you. I'll print all this off and get on with it after we get a thaw.

What Saxman said. I have used anti-seize on lawnmower blades, and also automotive wheel lug nuts, with no problem. When the bolt or nut is tightened to the correct torque, they tend to stay put, even when the threads are coated with anti-seize. Lawn mowers and other small engines have magneto type ignitions, and these will generate a spark whenever the flywheel is turned. That's why its so important to disconnect the spark plug, and ground the ignition wire.