Okay… Well I have in the meantime performed further actions on this "immovable" arbor… just for reference the machine is viewable (in English) at <**LINK**> though bought it from the Dutch agent and I also have the table power feed attached on the left hand side of the table.
(a) I took a substantial piece of scrap steel, mounted in the table vice, put a 12mm side mill bit in the collet chuck and proceeded (without the drawbar inserted!) to mill the side of this scrap. I used manual feed, not the powered table feed that I also have on the machine. I moved the workpiece at different rates – purposely causing a great deal of vibration, far more than one would ever allow during 'normal' use. The result? A great deal of swarf (!) but a very good cut apart from the roughness from vibrations caused by all the "bad" operator's feed technique! The arbor did not become loose at all, but the milling cutter did get a couple of its teeth damaged in the operation (that doesn't worry me, it's the machine I am concerned with, not the loss of a cutter).
(b) I took a steel rod, identical in diameter to that of the drawbar, and inserted it such that it met the top of the arbor (I did not want to risk damaging the thread of the drawbar), and gave it several hammer blows. Nothing shifted at all.
(c) I allowed things to settle (i.e. I went for a cup of tea and a quick puff of my pipe) and returned to the workshop and took a can of "Freeze-It" which I often use during fault-finding on electronic circuit boards (that's my profession, electronics design, and also the 'other' hobby I have) and used that to cool off the arbor to the extent that it was around zero degrees C. I then again used the steel rod inserted above the arbor and gave several hammer blows, and once again nothing shifted at all.
I have now rotated the milling head (it is a vertical mill but can be rotated) so that it is in a horizontal position to perhaps gain a further insight into what the problem might be. I have now decided to take a rest (and returned to this desktop computer to write the above!) – I feel that I must be missing something fundamental.