Spin or twist the connector around, and use a bladed screw driver to pry it open a little. Should be able to slip the rod end out. Could hold the connector with a punch or small Phillips screwdriver, then move the rod with the shifter lever to get the rod out. might be better to get it entirely off, and mess with it on the workbench.
If the rod is preventing the screw from going in to the threads as you say, though, it's because the groove isn't located at the screw hole.