i had that problem once. Some guys were roofing next door so I borrowed some sort of heavy duty hand hel jigsaw type thing. I sawed the lug pointing towards the rim then I sawed it across. And eventually jimmied it off...only took like 5 minutes. But it was loud and I chjipped the shit outta the blade

 

Don't know if you got it off yet but when I had to take off a locking lug after the key broke we took a socket piece and a piece of a screw, hammered the piece on with the screw and then it came right off with a socket wrench.