If the lube is not working, take it to an emergency vet asap. Those things don't break easy by hand, I see them at the pet store all the time, hard plastic. You can hurt him by pulling the wrong way, or hurt him by other ways. Put him in a pillow, keep him as still as possible and rush to the vet. If his flesh is exposed, he will need medical no matter what. Best news would be he manage get out on the way to the vet, worst is that he continues to cut himself.
Contact your closest emergency vet, even if they don't treat exotic, call and ask for advice and help.