I've had the same problem drilling hardened steel on some other projects. But I was lucky enough to be able to use a titanium drill bit that I got from Home Depot to finally drill through it.
Did the screw extractor you used have four sides or did it look similar to an auger? I've never had any luck with anything else other than the four sided style of screw extractor. Good luck getting that screw extractor / bolt out.
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