they can turn the stud out, once you have drilled it sufficiently to remove the pressure, they won't generally though, stud extractors will only work, if you can get a good purchase on and you can heat the stud up to a cherry red, but if you could do that, then you should have before the stud snapped,
on Gs'ers I normally just end up drilling progressively bigger, until I can either pick the remaining threads out and re Tap, or if it's slightly off centre, drilled out to helicoil size and re Tapped,
a good centre punch is an essential start, get it in the centre of the stud and keeping it straight and true is much easier,
had to drill out 6 studs this morning on a boxster, not fun!
Not much point in doing that. The stud is stuck fast due to corrosion, which in turn has effectively increased the stud diameter, the very reason it won't move. What's the point in applying heat when all it will do is increase the size further?
Heat should be applied around the local area to the stud to create expansion of the female thread, not the male (stud) thread.