The ball pin (that is the shaft that your nut is on is called in MB speak
) is rotatating. Jam a self made tool in there to wedge the pin back into the "cone" by levering the nut away from the knuckle and then unscrew nut while levering it. I've used a small crowbar and it worked. Job #33-400 (check step 13 on assy. to see what I'm talking about). I think this will help.
On some aftermarket UCA's there is an Allen receptacle on the end of the threaded shaft (pin), but not on OE or OEM, as far as I've seen.