You have the drum in hat assembly( or hat in drum, forgot how they
called it), which is the E-brakes sitting inside the rotors. You need
to turn the adjusting star on the back of the rotor assembly so the
e-brakes can retract thus clearing the rotor so you can pull them out.
Its a similiar setup to the old drum brakes. Usually you need just a
screwdriver to stick into the back slot to turn the star.

I just finished replacing a rear rotor on my '01 Explorer and did have
difficulty getting the old rotor off even after completely releasing
the pressure on the e-brake pads with the starwheel.  I banged on the
old rotor (it needed to be replaced anyway) with a standard hammer
using a thin block of wood to protect the lugs (in case I missed).  I
just rapped it fairly strongly in a star pattern and after 3 or 4 go
arounds, it slipped right off.

With a big hammer :-)

They are probably rusted onto the hub
Try a lot of wd40 where the rotor meets the hub
try 2 pry bars and wiggle them from side toside
or 1 on one side and tapping CAREFULLY outwards on the edge of the rotor on
the other side
Its very unlikely the p-brake shoes is holding it on,its not a Chevy !!!