How I got here:
I replaced the front axle (steering) U-joints in my 1997 Jeep Wrangler, as one had gotten loose. The other looked okay, but when I pressed it out, it was rusty on the inside as well, so not far behind. Anyway, that job went well enough, and it all went back together nicely.
I finger-started the lug nuts to make sure they weren't cross-threaded, then zipped them on with an impact, and finished with a torque wrench. The impact consistently stopped about 1/8 turn short of fully torqued. Didn't see a problem there.
Drove around the block to let things wiggle into where they're going to be, and re-tightened everything. I put the castle retainer over the axle nut, and went to take the wheel back off so I could put the cotter pin in it.
Instead of zipping off like the others, one of the lug nuts turned only a few times and jammed. In trying to un-jam it, the stud came out of the hub, with the nut still seized on it.
So now I have, essentially, a "too-long rivet" holding the wheel captive. I can't take the brake caliper off because the wheel is in the way, and I can't take the hub back off because the brake caliper is in the way. Or at least that's how it appears to me.
Pictures (brake caliper and hub bolts removed):
3-second wiggle: https://www.youtube.com/watch?v=0ZBS6MZStnQ
There's this answer to a similar question, that says to protect the area and drill the nut out. Then remove the wheel and repair the stud as usual. I can see that working, but is there a way to do it that doesn't risk collateral damage or wear out an expensive (big) drill bit?