#5 Removing Rusty Nuts and Bolts
This link is to a video that presupposes that you've run out of Kroil or other penetrating oil* and that your propane torch is empty. Well, doom on you for getting yourself into that state ... I wish I could say I've never run out of stuff and had to make do.
The perpetrator of this thing shows us that by heating the bottom of the lug nut with a lighter or other flame source (not the backyard weed burner, you hillbilly!) and then holding a candle or other piece of wax to the top of the nut, wax will melt and flow into the frozen threads and lube them to release. Presumably, it would work on other frozen threaded fasteners, such as exhaust manifold bolts, if you can get adequate heat onto them.
It's a neat trick if you need it and if it works. Your Editor has not had occasion to try it, so he does not vouch for its efficacy.
If would prefer other, more traditional, tried-and-true methods, here are a few tips from Eastwood Supply, a source for hot-rodders and automotive customizers.
Keep in mind that a significant portion of the rust-lock may be the surface contact between the fastener and the base it is threaded on or in, not just the threads. So don't think just because you can't get penetrating oil into the threads that the penetrant will do no good. Get it into any part of the frozen assembly you can; that little bit may be just enough to obtain release.
*Kroil Penetrating Oil Kroil is the go-to solution for frozen fasteners. When it doesn't work it's usually because the wrench jockey using it is not allowing it enough time to do its thing. Put it on and let it sit overnight. If it doesn't release with reasonable leverage the next day, give it another shot and wait another day. And if it still won't release, dynamite or some less drastic measure is called for. One of those would be to go to your local rent-a-tool shop and rent an electric impact gun and the proper-sized IMPACT socket. When using an impact gun, safety demands a special socket, one that won't shatter and throw pieces at you as it tries to do a job it wasn't rated for.
* Other penetrating oils - At one time, a primary component in most penetrating oils was oil of wintergreen, available at your local pharmacy. It may still be, but in this modern age, who knows? If that's all I could get, I'd give it a try.