You may be able to drill it with regular black oxide bits, I didn't try. The cylinder innards are not hardened steel so they are easier to drill into.
That front face is impossible, my cobalt bits wouldn't touch it. I tried using a centre punch to make a starting divot for the drill and it just wrecked my centre punch by flattening the tip!

this is where im at with the lock
Should i drill it out or jam a screw driver in it?

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'85 F250 6.9L diesel 2wd XL XC LB Centurion, Gone
'95 Mercedes E 300 Diesel W124.131 with a OM606.910 and just over 200k on the clock, needs top end engine work and a transmission.
2000 S500 W220 with a 5.0L V8 gas power.

here is an image of wht Im working with

Attached Thumbnails

 

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'85 F250 6.9L diesel 2wd XL XC LB Centurion, Gone
'95 Mercedes E 300 Diesel W124.131 with a OM606.910 and just over 200k on the clock, needs top end engine work and a transmission.
2000 S500 W220 with a 5.0L V8 gas power.

Oh the black cover already comes off of yours? See mine did not until I had that detent pushed down. I guess yours didn't lock the ignition switch to the wiring loom. Yet it still won't come out hey? I'm not sure what you should do to get it out of the steering lock.

A locksmith will probably cost you the same as a new steering lock so, you may as well try to drill into the cylinder. I would anyway. Worst case you have to buy a new steering lock.

I used a die grinder and a cold chisel to get the cone off. I just dont know if I should jam a screw driver in it or drill it out

__________________
'85 F250 6.9L diesel 2wd XL XC LB Centurion, Gone
'95 Mercedes E 300 Diesel W124.131 with a OM606.910 and just over 200k on the clock, needs top end engine work and a transmission.
2000 S500 W220 with a 5.0L V8 gas power.

Well, you may damage the steering lock if you have to twist it and break something to unlock it.

I'm not sure what is holding it in now though.

maybe try to lookup the part number from the steering lock and get some pictures of what it looks like inside, then figure out what part is holding it in place.