Might be left handed threads, to be sure place a known right hand thread bolt next to it and see if the threads rotate in the same direction. same is right hand, opposite is left hand. you could also use a pipe wrench or slip joint wrench on the lock collar just be sure you are turning the correct direction.
by the way the blade on it is a diamond wheel for cutting concrete and can be pricey. it looks to have plenty of life left.
