The more extreme examples of this problem can be very frustrating and hard to deal with. It was once my lot in life to assemble a good number of lower-end dealer level BMX bikes, and a lot of them came with looseball cassette hubs that had this problem to a ridiculous degree, and yet came out of the box way overtightened so you really did have to address it.
There are some hubs in the world where half the axle uses reverse threads. You just have to look. But they're pretty uncommon.
Cheater bars on the wrenches is probably the first thing to try. Cone wrenches can strip, crack, and fold doing this and it's unfortunately par for the course.
You can grip the wrench flats of the locknut you're trying to loosen in a vise to make the whole business less clumsy. If you don't have smooth jaws handy to avoid scarring up the nut, good improvised ones can be made from pieces of steel or aluminum angle. You can then take a hammer or leverage pipe to the cone wrench without it being so awkward.
Another trick is instead of using an axle vise, if it's a nutted axle you can use the bike frame/fork in the stand. Grease one side's axle nut threads and tighten it down hard while leaving the other one off. Then with the wheel in the bike, try to break the other side's locknut loose, still using the cone wrench also. Having the other axle nut locked down is kind of like an extra arm to brace against when trying to break free the nut.