Look at the original locking nut you demonstrated it has an outer lug separated by a groove, Looks like the nut you're removing already has the outer part snapped off before you started drilling. I welded a 17mm nut on to the snapped wheel bolt at this point, worked a treat, no drilling 👍
Oh no! The only thing I can suggest without looking at it, is you get it to a garage where they can weld a nut onto the stud itself and then it may be removed that way. Good luck.