The HV umbilical doesn't separate from the HV cage without unsoldering it from the third HV rectifier, and you can't get to it with the HV cage still installed in the cabinet. You need to separate the umbilical from the CRT/optics barrel instead. Unplug the CRT socket and the deflection yoke socket, remove the plastic cover at the top of the optics barrel, remove the yoke, unplug the second anode lead from the CRT and then remove the CRT. Be careful you don't lose the anode spring clip. The entire metal bracket that holds the CRT is connected to the HV and the spring clip connects them electrically. Once you have the anode lead removed, you can remove the HV umbilical by unscrewing the fitting at the side of the optics barrel and pulling the umbilical out. It took me a while to figure all this out on my first projection set.
http://www.videokarma.org/showthread.php?t=256597
http://www.videokarma.org/showthread.php?t=252908