Front derailleur clamp screw sheared - removal

Adjusting my front mech and the clamp screw sheared in 2 - galvanic corrosion, I reckon. The head came out but the tail is now captive in the integrated band nut.

Any thoughts or recommendations for removal?

Have enough to get a vice grips onto it but there's no movement after some WD40 treatment

When corrosion in threads is sufficient to shear off heads or twist the bolt in two, getting the remnant out whole is a major project at best and usually is just not going to happen. If this FD really has more life to live, you're likely going to need to drill it out. The options at that point are drill it and tap back to M5, helicoil it if there's enough parent material left, or drill a plain 5mm hole and just run it with a longer bolt and a nut on the back (by far the easiest).