Try heat. The caliper is aluminum while the bleeder is steel and will expand at a lesser rate. If it does break, don't try to drill it out on the bike. Take it off and use a drill press and go slow. It is possible to helicoil, but take care not to damage the seat at the bottom of the hole. The calipers seem to still be plentiful for some reason, so it often is easier just to buy another and rebuild it with stainless pistons and new seals.
Using heat cycles works. Don't just heat it once heat it 5-10 times letting it go cold each time. I Replace the nipple as I use it to apply the heat to the area. When it gets just below the flash point of your favorite penetrating oil give it a squirt the last few cycles. You only get one shot at crack loose find a tight six point wrench save the tap for last. Rap smartly with a raw hide mallet.