Yes it threads into the tube, and is secured to the barrel with the set screws. It does not attach to the breech in any way.If you take the two set screws out of the breech and pull the barrel/shroud assembly, you'll get it sorted.
Glad to hear you got it apart. My shroud spilled its guts tonighthttps://www.gatewaytoairguns.org/GTA/index.php?topic=146178.msg1503119#msg1503119so I need to see about getting a replacement end cap and possibly the shroud tube. Would you mind telling me how you are contacting them?