WD40 is not that good at penetrating oil on rusted nuts and bolts.
Kroil and BlasterPB are much better at it.
And as mentionned above, nuts & bolts on exhaust system either seize solid, or slowly disintegrate over time from heat cycles. Heat is needed to remove them.
II'm not sure this header/downpipe can be used with the tranny mounted support, but your mechanic should try to free the support of the remaining of your broken bolt.