Pipes that go back into the wall are a good place for a DIY to get into trouble. You don't want to go there,
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You can chip the plaster away enough to squirt some WD-40 or other penetrating oil into the threads for what good it may do. If you have a torch, or can borrow one, heat it up, holding the torch on it for about 5 minutes. Then turn the water on briefly. See if it will unscrew. If not, try the torch again.
A more risky technique, with no turning back, is to saw off the arm between the bend and wall. Then pound the stub with a hammer. You just want to create vibrations and shock to break the corrosion, not destroy everything. Again, try to turn it out. Hammer some more, try again. It is worth using the spray lube too. The pounding helps it penetrate in.