It's more that likely stuck from old castor as has been mentioned. Heating with a monokote gun, (gives you a reason to find that narrow nozzle that comes with them) directly to the cylinder. Some heat will transfer to the head but it will not get as hot as the cylinder because the fins will be doing their job to cool the head off, that's why they make them from aluminum! Get it to where it seems like it's the same temp as running temperature, then try the wrench. An easier way to do this is, if the engine will run, is to run a ounce or two of fuel through it and when the engine stops, try turning with the wrench right away. One of the things about Cox engines is that they tend to have the heads work loose when running and they require some attention to keep tight.
Type at you later,
Dan McEntee