I have in my past watched machinists with way more patience than I work away at a stuck bolt for what seemed like forever. Soak it, heat it, try it again and again. I would have been blue in the face and swearing that it has to be drilled out. Lo and behold, out it comes. Makes you want to kick the guy who got it out.
nial
Yes, yes, yes! The most important tools you can have for removing a frozen screw on a gun are patience and a really good penetrating oil. Sometimes extreme measures and great force are required to get things moving, but if you do that with threads that didn't get a chance to get lubricated with penetrating oil, you risk galling or stripping them. Then you've really got problems that no amount of heating or soaking is going to help.
Just as nialmac says, I have had screws that defied all of my efforts of soaking, heating, rapid freezing, vibration, etc., so I just soaked them down with a GOOD penetrating oil, and wrapped the area with Saran wrap to keep it from evaporating, and set it aside. Often, when I went back at it 5 or 6 months later, it broke free as if it was never stuck. We have had discussions about GOOD penetrating oils here before. To me, Kroil isn't even in the top 50%.