I bought a tacky vintage-looking lamp for the pipes and sockets only. Trouble is I can't get the damaged shades off the sockets. I tried pushing, pulling and twisting/unscrewing, but I cannot get them off.
Replace the socket.
It appears the switch knob is missing anyway.
the shade should just be screwed on, but the large diameter shallow threads do not work well and someone may have soldered the mounting ring to the socket.