Those shafts should by all means come out. Use a large rubber mallet to beat on the case and use more heat. I know that you are all afraid of causing damage, I don't want to cause any damage either, but they will come out. You can also be too timid with these things.
Order all the trans parts you need from Ted Porter's Beemer Shop. You will have to call them on the phone. They don't have everything listed on their web site but they will have the parts and they will be cheaper than the dealer. This is the good deal on the correct parts. You may save more at other places but you need the correct parts. Do this. For transmission bearings and parts use The Beemer Shop.
Sometimes Ted answers the phone himself. Ask him about what I said about beating the shiete out of this case and getting those shafts out.
I would try to make the order very soon. Everybody is going to be getting very busy in only a few weeks. Right now is the time to do this.