Pliers will likely not get the purchase you require. Using the hammer and screwdriver method previously described is very risky and it is easy to damage something else if you slip. User a proper spanner.
When you move the connector, does the part visible inside the radio move? If so you should use an open ended spanner of the correct size on the back nut.
If it does not move inside the radio then something else is wrong; the connector body may have fractured.