Sometimes those wedges are junk & just bend. I wish I never had bought my set of Jacobs wedges. JT33 is a smaller taper so it might not be as bad. It would be nice to know what chuck you have but doesn't matter as I have an easy way for you to do it. On most keyed chucks you can drill a hole through the center of the body & use a punch to pop out the arbor. NEVER EVER drill a center hole in a keyless chuck.
Yes you can use heat but not a lot, just enough till it's barely uncomfortable to touch. You just want to try and keep the heat on the chuck body & not the arbor. For stubborn arbors, I use Kroil & let it soak for a bit, heat the chuck body with a propane or butane torch (that's all you need), then blast the arbor with freeze spray (or canned air upside down works too). They usually pop out for me.
But since you said you already have a threaded hole on the arbor. Use a piece of stock that is a bit longer than the length of the arbor to the end of the chuck body. The dia has to be large enough for the arbor to fit through. Bore or drill a hole through the stock so the arbor will fit through. With one end of the tube you just made sitting up against the chuck body, install a stout washer or stack a few over the tube, thread in a bolt. The bolt will pull the arbor out.
This is what I do when I can't get an arbor off, it works every time.