Here's an old thread in the Turbobricks forum on that set screw
https://turbobricks.com/index.php?threads/m47-shifter-removal-set-screw-size-and-techniques.163190/

There's also a note on it here in the FAQ. The person ended up drilling it out and rethreading. If you drill out the threads, you could put an SAE set screw in there if you can't find a metric screw and tap.
https://www.brickboard.com/FAQ/700-900/TransmissionManual.htm#TransmissionReplacementTips

After looking at the parts schematic that Eric posted, something in the back of my mind says I've bumped into that set screw before, but in an earlier manual trans.

Other ideas I have on attacking this, some you may already be doing:
o A short hex Allen bit held in a socket wrench will give better leverage than an Allen key, ideally a decent quality hard steel bit. Cheap Allen keys may more easily twist/bend and round the end compared to a hard bit.
o That same short hex bit can be used as a drift with a hammer for a direct hit on the screw without deforming the head (hold with needle nose pliers)
o Hammer on the ends of the cross pin, just don't mushroom the ends, or at least only mushroom one end.
o For heat expansion, instead of a torch, a heat gun on high can do a reasonable job. If you've got a bullet adapter nozzle for the heat gun, even better.
o For cold contraction, a spray can of compressed air (such as used for keyboard dusting) held upside down will shoot liquid freeze, not just air. They can often be found for relatively cheap at dollar stores. If you can't get the can upside down in tight quarters under there then slip a short length of small diameter vinyl tubing over the plastic straw. You can then shoot right onto that set screw and also right onto the cross pin.
o PB Blaster around the pin as well as the set screw, hoping to get a little penetrating oil to the tip of the set screw.
o A heat gun can also be used to encourage the penetrating oil to wick up the threads.

Good luck!