what had you removed in order to get the axle out?...did you disconnect the knuckle from the strut?...Without the ball joint removed, the knuckle won't pivot far enough away from the gear box to pop the axle out...I'm guessing you were just 'pushing' the axle into the gear box the whole time...i don't think it can be removed without getting the knuckle off the ball joint...
the ball joint through bolt needs to be completely removed, yes...easiest is to back the nut off...then hit the bolt's threaded end with a fat brass punch...trying not to damage any threads (if its really stuck, might be a good idea just to replace the bolt)...its pretty tight, but it should break loose pretty easy with the right tools...of course heat will work too...but stuff like that kind of freaks me out, because if that area of the knuckle fails while driving...you'll most definitely wreck...I just did my control arm last fall (had to remove all this stuff), and after 150,000 plus miles...it was tight, but not overly difficult...i'm assuming you're just lacking a few important tools to make the job easier...
and the outer steering tie rod ends...yeah, its probably shot now...that stud shouldn't spin easily when you torque the castle nut on...the stud is probably now just freely spinning in its cup...a sign it should be replaced...another thing not to screw around with...if that breaks off while driving...look out...