Nope, I looked into it and it seems (from watching how people screw it in in videos) that the tube turns the regular way. The Rossi Circuit Judge does have a reverse, or left-handed, or anti-clockwise, thread; your H&R Survivor does not.
You bought this new, un-fired, and complete? The choke key should be in the box. If not, start by contacting the store where you got it and see if they neglected to include it, then contacting the manufacturer to see if they'll send you one. I'm sure you can improvise a tool if you need to.
With the tool in hand, if it's not un-screwing to the left you can try several things: a generous helping of penetrating oil, clamp it down and use a lever to turn the wrench, turn it a bit in the tightening direction to break mechanical lock, warm the outside of the muzzle, maybe freeze the whole barrel first then warm the threads…
I found a quote on another site:
‘Oh yea, be SURE to take the choke tube out of the barrel before firing ANY kind of solid projectile! Cuz if you don't, you'll never get it out at all!’
Could this be what you did? Come back and say something!