To get that sleeve off just pull the pin, there's also a spring washer behind the locking sleeve, don't lose it, and then it's a 36mm nut torqued to something insane, I always end up jumping on a 2' breaker bar to break it free. Easiest and safest to do before you remove the wheel.
But like MoFo said, just pull the unit bearing off with the axle shaft still attached, it'll save you some time and work. And the strange shaped heads on the bolts for the unit bearing take a 13mm 12 point, or a 1/2" if that's too loose.
To get the shaft out, I use a short 3/8" drive extension, wedge it between one ear of the axle shaft and the axle housing, then turn the steering wheel, pops it right out.