I have a single shot , bolt action , 410 from Western Auto , that looks a lot like it ...probably made by Stevens for Western Auto ... If I remember correctly to remove the bolt you had to lift the bolt handle , pull the trigger and hold it back while sliding the bolt out ... the safety had to be on fire ... if on safe it wouldn't remove .
I'm not sure if your safety is like mine ... more photo's would have been helpful .
Note ...don't pull the trigger with the bolt retracted ... lift the handle and move the bolt back just a little (1"-2") then pull the trigger and hold it down ...safety off (in fire position) , and slide bolt out holding trigger back (down) .
If that doesn't work ... a similar model , single shot shotgun , requires the barreled action be removed from the stock and a screw removed to get the bolt to slide out ... yours may be this model .
Gary