There have been multiple brands and models of freewheels over the years, and some look like freewheels but are not. A "socket" is not used to remove a freewheel, but rather a specialized tool. As noted above the arrow is on the locking cone that holds the freewheel together, and that is a reverse thread. But whether you remove the freewheel from the hub with a wrench or with a tool inserted in a vise it is removed counterclockwise. A properly focused picture of the freewheel, pointing toward the center of the hub, would help greatly.

Also, Youtube is more helpful as a way to see a procedure being done, rather than the primary source of how to do something properly. It's best to first refer to parktool.com/blog or sheldonbrown.com for accurate information.