Likely the lights are using self tapping screws that are going into clip on locking plates in the inside of the vehicle. If you can get access to the interior there you can see them, and then you can try using a pair of vice grips to turn the screw loose from the inside. Failing that you are left with drilling them out, and using new fasteners into the body, hopefully this time with a nice coating of heavy grease on the threads to keep them from corroding fast.
Failing that try heat, either using a soldering gun to heat up just the screw, using a 100W plus soldering gun, or a hot air paint stripping gun, though if there is plastic around you will melt it. WD 40 on the screw head on a small pad will hold it there, giving time for it to wick up into the gaps, though your chances of it working with it already not budging to gentle force you will probably have to be less gentle, and accept that you will probably be buying 2 new light assemblies, after butchering the existing ones to avoid damaging the rest of the car.