My guess is that they either didn't bleed that corner, due to the bleeder being already damaged, or they caused the damage when tightening down the bleeder screw after bleeding. It would make sense that it's not leaking- the portion that does the sealing is at the unexposed end of the screw, not the exposed end.
I imagine you could
very carefully try using an extremely small screw extractor to see if that will loosen it enough to be able to be backed out- you wouldn't have to drill it, since there would already be a hole in the bleeder screw, but I'm not even sure they make screw extractors that small. Another idea would be to drill out what's left of the screw and re-tap the bleeder hole to accept a larger bleeder screw, but by then you're starting to put time and effort into it, with no guarantee of success, that would probably exceed the cost of just buying a rebuilt caliper- as cheap as $30-40 online.
Good luck with whatever you end up doing!
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