I can't speak for your specific model but I have a 1999 9-3 parts car with an automatic trans that I was able to remove the left shaft with brute tug/pull but could not get the right intermediate shaft removed. On my 2000 9-3 convertible both came out very easily, also an automatic transmission.
Appreciate the help cheers fellas , i have to change the slave cylinder so need to push the gearbox back , hoping just to need to pull the one shaft out so i can move the gearbox back enough to get the cylinder in ;ol;
The shafts have an external clip which engages in a groove in the transmission. They can be hell to remove. Don't use a pry-bar against the transmission as you run the risk of cracking the transmission casing.
The method I used was a heavy duty ratcheting tie-down and an large eye-bolt in the wall of my shop. Anything good and heavy, tree- another car's bumper, etc will work. Just wrap the strap around the axle a few times and over it's self and start ratcheting away. After a bit you'll hear a "bonk" and it'll be out.
Also don't forget that the intermediate shaft is retained into the bearing/support bracket with a large-ish external ring clip. Your going to need a hoss set of snap-ring pliers to remove it.