Problem with the chuck

https://www.youtube.com/watch?v=pNDgV_6k12E
Reverse and Forward Mode: Try putting the drill in reverse mode and hit the trigger, then forward mode. If that doesn't work, tap the tip on the driveway but don't slam it. It should release .

Use a Wrench: First, make sure that the chuck is in the locked position. Next, use an allen wrench to loosen the set screw on the side of the chuck. Finally, unscrew the drill bit from the chuck .

Remove Chuck Collar: Use a wrench or pliers to loosen the chuck collar and remove it from the chuck. Then, use a screwdriver or other tool to remove the chuck jaws and any other components that may be blocking access to the stuck drill bit. Once these components are removed, you should be able to access the drill bit and remove it from the chuck .

Drill is illustrated with a keyed chuck but in most cases if the drill is reversible there is a L/H thread machine screw accessible between the jaws when the chuck is wide open. This screw must be removed first.
A keyed chuck is removed by fitting the key and striking it sharply with a hammer in the normal direction of rotation.

Removing a keyless chuck can be difficult - the principle is the same but clamping something onto it tight enough to shock it with a hammer usually causes damage. The chuck of a reversible drill can clamped in a vice and the drill operated (carefully) in reverse sometimes does the trick.
Ideally what is needed is something like a few inches of 10mm hexagon bar bent at a right angle - locked into the chuck it would allow a hammer strike without causing damage.

or if there is no screw in bottom,then it is a screw on chuck. put chuck bit into chuck as if you were tightening it, then hit it with a mallet to remove(counterclockwise)

if it is a reversible drill , open the chuck jaws open all the way and at the bottom of the chuck inside you will find either a phillips screw or a allen key screw
turn that screw in a clockwise direction as it is a lh thread and is a locking screw to stop the chuck coming off when used in reverse mode

hold the shaft at the base of the chuck and using something like vice grips on the chuck( section in from of the key teeth) grip firmly and hit hard with a hammer on the grips to undo normally

I would start out blowing out the chuck with high pressure air because you might have some saw dust or other item causing friction that is allowing the chuck to move. Then I would spray a lot of WD-40 down the chuck to float any contaiminents up.

The retaining screw at the bottom of the chuck ( down inside where you put the drill bit) is reverse thread. the chuck itself is regular thread. Take out the retaining screw, chuck a 3/8 inch allen wrench ( short side) into the chuck just like a drill bit. Lay the drill down on a work bench with the chuck pointing towards you and the allen wrench clear of the table. Hit the allen wrench with a hammer, ( may take a few tries) in a counter clockwise direction. the chuck should unscrew.

take flat head screw driver put flat head driver in to gears on chuck hit screw driver with hammer counter clock wise

open the jaws of the chuck up all the way. There is a retaining screw at the bottom ( under where the drill bit would go). this screw is reverse thread. once the screw is out, get a 3/8 inch allen wrench. chuck the short end into the drill chuck. set the drill on a workbench with the chuck hanging off the edge a bit. Hit down on the allen wrench with a hammer ( counter clockwise) and the chuck will unscrew normal thread.

opposite of the way you put it in. Grip the chuck and put the drill in reverse and turn the chuck. or hold on tight and pull the trigger.

hi
open the chuck all the way and then look down in the centre of the chuck you should see a cross head screw
unscrew and the chuck should pull out as this is on a taper system ( note the screw is left hand thread )