yeah well... uhm...
aaaanyways... back to topic!
Babb that's indeed odd it looks like both the brake disc and the sprocket are joined on a single hollow shaft for some reason.. either it's been a spacer that cold welded to the parts or was intentionally welded or braced..
I cannot remember that any company ever did something like that
(which doesn't mean it never happened, it just means I never seen that nonsense before

)
Well, leaves us with a lack of visible set screws indeed.. have you checked the whole length of that 'spacer tube' ?
maybe there's just two in the center for one reason or another..
worst case it's been hotseated, which in itself is a terrible thing to do, and practically impossible to remove without cutting.
So I'm afraid.. all I can say is this :
if it's indeed one single part by now and there's no screws to fix it to the axle anywhere, then cutting will be the only thing left.
the sprocket and disc appear to have still some life in them.. but frankly.. they should see some maintenance (rust removal mostly) so maybe installing new parts is the easier way and just cut that open.
If you take your angle grinder to work... make sure to cut along the keyway (take note wher it is.. and mark it on the tube as precisely as possible to follow the line with the cutting disc later on..
that way you can at least rescue the axle without too much damage.
'sid
PS I'm sorry... but atm I see no alternative ...maybe someone else has a better idea?..