I bent my Allen key then ended up breaking the end of the stud where the Allen key goes in.
I ended up breaking the ball out of the sway bar link and clamping a big ViseGrips to the ball to hold it and keep it from spinning.
I remember when it finally started to turn, it squealed so loud you could have heard it three blocks away.
I couldn't believe how tight that nut was.
I didn't think of using the grinder at the time.
You might be kinda screwed...
You may have to cut the link off and replace it.
If you do, a grinder with a cutoff wheel works best.
A Sawzall is hard to control and you don't want to cut into the sway bar.
You may be able to cut the nut off, maybe with a Dremel tool. It's a bit smaller than the grinder wheel but it might be hard to not cut into the stud or sway bar.