David, the cap and filler neck are brass. Heat and quench?, seems to defeat the purpose of heating it in the first place, the objective is to heat up the filler neck only but not the cap to make it expand which should make a very slight gap and loosen the corrosion and debris between the threaded parts, then without letting it cool down, apply twist to the cap with a pair of padded needle nose pliers, for this purpose I use a micro torch on the lowest setting. Have you also tried submersing the lantern bottom in hot water and detergent or kerosene for several hours? some people have suggested this on the IGLR website.
W.T. Kirkman does sell a repro cap but original is better.
Regards,
Willis