Probably stuck.
Have you tried WD40 and/or a heatgun on it?
What about the other turn caps?
It's brand new so it should not be stuck. It is plastic so I don't want to spray petroleum products on it. I did try the other ones with the hoses attached and they do not want to turn either.
According to Teejet, these quick connect/disconnect parts should be turned anti-clockwise.
If you bought that ag sprayer brand new but not from a store, it's possible that its previous owner glued them.
Try to spray them with Isopropyl Alcohol (IPA). It won't attack the nylon, but unbound the glue and the gasket inside.
It came brand new in the box, no reason they would glue it because it is there for adding an additional line. They just don't tell you how to do it! Which gives me an idea. I will look for the accessory boom that they sell and read it's manual.
Did you buy them brand new from a store?
I ordered it directly from the manufacturer, AgSpray. The manual does not say anything about how to remove that stupid cap. I'm going to go to Tractor Supply tomorrow and see if anyone there knows how to do it. They sell similar sprayers.