There's a lot of good advice in this thread already. Superglue a cheap screwdriver in there, wait for it to thoroughly dry, then get that sucker out of there. Firecracker would work - but you can't get one it seems. Dremel or drilling works. On several casings, including Nerf guns, I've eventually just brute-forced it open, prying it apart until the screw support snaps. Or you could go the more finessed way and get a razor saw between the shell halves and saw the screw support that way. The real solution to all this is good tools, I've been meaning to get a ratchet/screwdriver set that can access smaller holes.
Of course, with as much work as I imagine you may have done, I think you could have stripped a screw. Is it at all possible you've been using a poorly sized screwdriver? Also, what kind of gun is this and where is the screw?
And by the way, the Haven seems to be kind to you, no one has yet called you on not
searching. Screw problems are nothing new, of course. Here's a few of the more recent threads.
Stupid Freking ScrewThe Screw That Won't Unscrew!Overly Tight Screw Problem