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Hadn't known about that until now but sure enough you start typing lezyne pump valve into Google and the next word prompted is 'remove'.
This could be a real pain. maybe it's time to see what else is out there on the mini pump market. Mine doesn't ever thread on smoovely anyway so I worry even its mildly cross threaded.
[edit] hrm mines a topeak racerocket on second look, but similar threaded mounting
[edit 2] might just loctite those silly things
Lezynne pumps have a habit of removing valve cores. At least you had not driven to scotland and then found out . I do admire your patience and perseverance.