I have had experience with this and I succeeded but I had to destroy the old keyboard to do it. But it wasn’t working properly so it was destined for the trash anyway.
I used a pair of cutters (tin-snips or wire cutters) and cut the metal of the old keyboard in a circle around the stuck screw. That allowed me to remove what was left of the old keyboard.
I was left with the stuck screw and a circle of mangled metal (from the old keyboard), about 3/4 inch in diameter, around it. I could then grab the mangled metal and slowly unscrew it which dragged the stuck screw along with it. A little super glue here might help but I didn’t need it.
It also seems possible that I could have lifted up the mangled metal and folded it upwards on each side of the screw to hold it, then unscrew the whole thing by holding the mangled metal, tightly folded up, with a pair of pliers.
If the mangled metal won’t hold the screw enough to unscrew it you can cut into the mangled metal as close to the screw as you can get. Then lift up one side of the mangled metal and bend it backwards and forwards, up and down, multiple times until it breaks away from around the screw. You should then have enough of the screw sticking out to be able to grab it with a small pair of pliers and unscrew it by hand with the pliers.
When I replaced a keyboard I had three screws that were stuck and needed this “treatment”. I got them all out, but the old keyboard was not fit for anything by the time I’d finished with it.
Be careful of cuts though. That metal is very sharp when you cut into it and it will slice into your fingers if you’re not careful.