Can remove Ignition lock(used Helms)

can’t***

Tried pulling the lock out but something is still holding on. Depressed the pin and there wasnt a set screw to take out. where the set screw was there is this kinda hexagonal hole. Tried hexs but none fit. Took a set screw off my DB2 and tried threading it in. No luck. Now im stuck. Should i drill the area where the set screw was? It shouldnt be that hard should it?