Well...I've got 2 possible ideas.

1. Try getting a Dremel in there sideways with a reinforced fiber wheel and cut through the lock nut and stud. It appears the wheel takes conical seat lugs so once the bulk is gone you should be able to cut straight down across the face of the stud and into the bit of lug that remains then hit it with a sharp chisel to finish it off if necessary. MAKE SURE to protect the wheel before you start! I'd use some scrap 1/8 aluminum or sheet metal because if you just tape it up...one good bounce with the cutoff wheel will go right through the tape and ruin the rim! I'd use painters tape on the wheel First to prevent any shield you make from scratching...THEN lay a metal shield of sorts in 3 or 4 pieces on all sides AND the flat around the lug... THEN use duct tape to hold the metal shields in place and cut away.

2. The RISKY way... (if you even have room)

This option may not work because you said it's seated pretty well. But you might get lucky and have a little movement with all other lugs off. I was working on our Nissan w 5 spoke rims and a friend helping managed to cross thread one lug for me when I went in the house. Unfortunately he kept going with the 4 way wrench once it got tight thinking it was seated! My 700 lb impact wouldn't take it off!! It was STUCK good! Fortunately it didn't spin the spline and I didn't want to risk ruining the hole in the hub so I opted for cutting it from behind.

With all other lug nuts off there was just enough room to move the wheel out a bit and fish a 4 1/2" cutoff wheel in there attached to an arbor. Once it was in place I managed to tighten it to the chuck of my electric drill. It was too tight to get the die grinder collet wrenches in there otherwise I would've used that. I had to use care not to damage the wheel or rotor hat but the problem was I couldn't see between the wheel and rotor to view what was occurring progress wise or damage wise. I had the drill spun up but I used a light pressure against the stud as I went. Fortunately the hat was pretty high above the actual rotor surface so I didn't have to worry about damaging the rotor face. 20mins or so into cutting I got a surprise when the wheel fell off suddenly. I forget exactly how long it took but the entire fiasco took over an hour to remedy. I had to do some adapting with a few washers to get the 5/8 hole in the large cutout wheel to fit the only arbor I had which was for my 1/4 inch die grinder. Once the wheel was off I was able to hammer the remnants of the stud backwards then fish a new one in and pull it through with washers and an open end lug nut using a socket wrench. Once it was halfway through I went with the impact gun to finish it. Damage to the wheel and rotor hat was minimal with a bit of gouging on each.

Good luck and let us know how you make out.