No scissors. Just gently remove the sleeves at the seam with a seam ripper. There should be a seperate set of stitches (3 total, one for the coat section, one for the arms section and another stitch line joining the two together) Figure out which stitch joins em and remove carefully.
You'll have a pair of down sleeves when done.
For a quick test (prior to destroying the stitches,and hence the coat) just pull them inside the coat and hang it from the hammock.