Best of luck. They always seize in the spindle, and sometimes seize to the sleeves for the control arms.
I have had luck soaking them for 3 of 4 days in Deep Creep (made by seafoam). I take the nut off. Using my heavy duty 1/2" impact gun I go back and forth trying to tighten and loosen the bolt in an attempt to make it spin. While I am doing that I get someone to help me hit the bolt with my heavy duty air hammer. Once you can get the bolt to spin it will come out pretty easy.
Usually when I have done this, I have removed the spindle from the car with the control arms still attached and done it on the bench in a vise.
If you do ruin the bolt, they are still available from mazda, I just don't have the part number
Cheapo air tools and compressor wont work. You need to buck up and spend good money on good quality stuff for this to work.
I've had to do them on 1 of my escorts. The only way I could get them out without breaking the bolt (cause you do not want to do that) was with a mac impact gun and a set of torches with a rose bud tip to get the spindle red hot and spin the bolt out. Even at that I still had to heat them up a few times to get them out in1 piece. Good luck with it and proper tools are a necessity in this case.
You can cut them, I'd just be careful that you don't destroy anything you need to put it back together. I don't know how you are going to push the bolt out of the spindle though. You can try an air hammer and see if that works, but if not your going to probably end up having to throw heat at it to get it to move ......unless you have some wicked drill bits to drill them out.
You'd have to be very careful. There are also the rubber bushings close to them. Heating will burn these.
Cutting the bolt/nut won't do you any good since it will still be stuck in the spindle itself (rust).