Sounds like the splines on the knurl some how stripped? If so your going to have to take all the other lug nuts off and try to twist the wheel and break the stud. I dont think you can get to the back side of the hub with the wheel/rotor still on the car.

Or if your lucky you can fit a mig welder tip behind all that and tack weld the back of the stud to the hub and hope thats enough to hold it still while you loosen the lug nut, then break the weld and take the stud out and replace.

I think I kept my old studs when I replaced them with longer ones. But I think they are only 2-3 dollars at advance auto