Does anyone have a left hand drill bit set they recommend?
Don't really need the left hand drill bit.
If you use a normal, sharp drill bit it will have the same effect but the broken off stub will screw in to the frame tube.
You can try to recover them or just ignore it.
They aren't going to hurt anything - they might make a little noise rattling around but with the clatter of the P500 you will never notice.
Take
@CumminsPusher advice, tap on the bolt stub with a hammer (use a center punch if needed) to help break the treads lose.
Just tap on the bolts while soaked in penetrating oil, don't hammer on them.
There, you can save $ using a common drill bit you might already have and save time leaving the bolt stubs in the pipe.
Add anti-seize to the new bolts going in so they will come out in the future.
Also consider spraying the inside of the frame pipes with fluid film (at least the tubes you can get to) to stop the rust.