Find some way to get Kroil. PB Blaster or some lesser penatrating oil into what space there is around the threads. The object is to try to let is seep into the carbon that has it trapped and possibly dissolve some of it our lube it.
I don't know if it it is possible to create sort of a bowel (with epoxy putty) around the glow plug so that you can fill it up with a pool of penetrating oil. I think that would get a larger amount of the oil inside where it is needed.

Once out sounds like you need a glow plug reamer or some other method to clean the carbon out of the hole.

__________________
84 300D, 82 Volvo 244Gl Diesel