Thanks for your support, I highly appreciate it. I found another way, it’s chop shoppy but it worked.
I took a flat head screw driver, hammered it into it. As I hammered it, the screw driver made its own grove. Then I was able to twist it out.
But I’ll definitely will be purchasing one of those extractor screw sets. I assume first you tap it with a hammer, drill it with a bit, and then use the extractor to get it out.