Are any of you fine folks machinists, by chance?

I need some advice. I guess. I've gotten myself in a bind, you could say... But this might be the stupidest problem I've ever come across. Maybe not, but it's definitely up there. Let me explain...
While making the second pretension bolt, I was doing the external threads on the shaft which will go in the big round nut on the end of the spring assembly. I already threaded the nut, which cut very nicely.  So while doing the external threads on the shaft I was getting very close to done, and I was test fitting the nut for the second time.  I had just done a spring pass, hand filed the thread tops, and blew them out with compressed air.  They looked good and clean.  I don't know if this is a factor, but I was using anchor lube instead of my typical cutting oil.  The nut hand threaded on about 4 inches with minimal resistance.  Then I felt a little bump, like there was maybe a chip in the threads that I missed.  I went to unthread it and it resisted.  I went back and forth a couple times and it felt like it was hitting a hard stop when trying to unthread.  I kept trying for some time, gradually increasing the amount of force I was applying to unthread it.  I finally had to put a chain wrench on the nut and put some real torque on it to try and unthread.  It moved a little bit, not much, and the resistance kept getting worse.  I sprayed it with penetrating oil, even tried heating the nut while cooling the shaft, but after hours of attempts (and many 4 letter words, believe me!) it is now hopelessly stuck.  I've had a 5 foot bar on the chain wrench with all 200 pounds of my weight on it (1000 ft-lbs) and it will not budge.  I'm surprised that chain wrench didn't break.

This seems like the absolute worst luck.  I threaded it on by hand with minimal resistance, and now it is hopelessly stuck, even with 1000 ft-lbs??  I've never heard of such a thing.   So, my theory is a chip or burr was in there, it was in a position that allowed the threads to go over it, but then bound when trying to unthread, and now it has work hardened.  I may have to cut this thing off and drill it out.  Unbelievable.  

My latest attempt was to heat the shaft while keeping the nut cool, forcing the threads tight against each other, hoping that when the temperature normalized I would have made a little bit of clearance. No luck.

Good grief this is a frustrating one. Anybody have any other ideas for me?