To remove the gypsy you need to unscrew the clutch; remove it from the shaft, then pull the gypsy off if it is frozen on you might need to use a penetrating oil or force grease in via the grease fitting to get it to loosen up. If it is still on the boat you might try greasing it, loosening the clutch, deploying the anchor hand over hand and then put the chain onto the gypsy and backing against it lightly to apply torque to the gypsy.
If you are talking about the drum for the rhode; then it's possible that the aluminum drum has galvanic corrosion and become frozen onto the shaft. If that is the case I don't know what to tell you about removal as it will likely destroy the drum and I don't think you can easily replace it.
If you are rebuilding the windlass and are planning to fully disassemble it you should consider having the housing powder coated. Only do this if you are sure you can source all of the replacement parts you might need.
Here is a link to the two suppliers I have found parts at:
Simpson Lawrence Yacht parts and spares
- they have the exploded diagram and some parts
- I bought all of my parts from them 3 years ago; but I don't see a direct link to the Hyspeed parts anymore. Try searching for the P/N from the diagram on slspares to see if they have it.
I posted in at least one other thread here on how to disassemble; so do a search for hyspeed or my username to find more info.