I always expect exhaust studs to break, so give extra care including blue flame if that will help or splitting the bolt and working it off, then running a tap over the stud if its tightly in the block for example.
Fact is that rust can make a complete bond, nut to stud, etc.
If the factory had used some anti-sieze I believe half of these would come free easily (hint! use some of the stuff when you replace things but by all means keep it out of your eyes! I heard its really hard to get out of an eye!).
Goes for the water pump housing bolts also (dissimilar metals at work!)

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'95 E320 Wagon my favorite road car. '99 E300D wolf in sheeps body, '87 300D Sportline suspension, '79 300TD w/ 617.952 engine at 367,750 and counting!