Don't feel like the Lone Ranger, I've seen the same nightmare waaay tooo many times. Glad you finally got the old bolt out and now you know why I emphasized not to break the easy out in the bolt - I had do things similar to what you did to get the d**n easy out out that using a chisel to break out the old bolt was a lot easier and avoid breaking the easy out (which is not easy to get out - I know, very bad joke!
! ). Broken drill bits can be worse - so there is a very, very slight upside that a drill bit was not broken in the old bolt. Now I know you are a believer in using anti-seize (I've used high temp grease for years with no problems). Also, you have joined the select few who have successfully removed a broken easy out without ruining the component the easy out was broken in - Congratulations!!
Good luck repairing your heater. Hopefully, fixing the heater will be easier and a lot faster.
Tom