Drilling the screw will heat it plenty.
Use a small bit and then apply WD or whatever. As the bolt cools it will draw in the lube.
Now try the wrench.
Drill straight, bear in mind that this is a pilot hole for a bit to fit an EZ out in the worse case.
Frozen Allen screws are a piece of cake to remove.
EZ out, eh? That will probably be my last resort if none of these other great suggestions work.
Much appreciated!