That is a bummer, maybe Dell factory used a power screwdriver that tightened the screw too much.  The last thing you want is strip the screw head.  I had done that in a Dell laptop once and was in consternation then.  You could try a long handle screw driver and make sure apply very strong firm pressure on screw head when trying to loosen it.  If still doesn’t work or it got stripped, one last resort is to cover up rest of motherboard with paper, like surgeon operate on a body part, leave just a small rectangular window to expose the 2230 screw, then use a power drill to drill out the screw.  It is a small screw which will break apart after drill down. You can extract the fragments then.  You would need a new M.2 screw if you do that.
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Trying to upgrade nvme ssd