Changed both coolers on my 4.6. Yes they are a pain. Plus Gas is far better than WD40. Got he l.h. connection off o.k. but the r.h. threads were full of ally in the nut. Cut the steel pipe, slid the nut off and luckily found a tap at work to clean the threads out-from memory, I think it's M20 fine pitch. Used a 1/2" compression coupler (Good for 200 p.s.i.) to join up the cut pipe.No problems since.
TIP-if you disconnect the r.h. hose from the bottom of the timing cover, don't go mad when you refit it as the boss it screws in to has a thin wall and will crack very easily if overtightened-result, around £200 for a new cover (At least).
Finally, make sure you have new "O" rings for the pipe ends-usually come with the cooler.