Partial Solution (EDIT)
I returned the board and the heat sink to Amazon. They are going to have a new board to me in 4 days. Honestly, to anyone reading this, I would try to do a return through your merchant (especially if its amazon). If that fails, try to do an RMA. I am leaving the answer section alone since this will not be the solution people will be looking for when it comes to this issue. If someone knows how to properly drill the screw out or remove the backplate please answer the question for future users who cannot do a return or an RMA.
Situation
I was mounting my heatsink to my new motherboard and one of the four mounting stand-off screws--about halfway through tightening--broke off. The head came off and the threaded portion is still inside the motherboards backplate. I believe the screw was defective from the factory.
I was wondering if anyone had any ideas on how to remove this threaded portion? I am returning the heatsink to Amazon to get a new one. So, I will have new screws, etc. But I will need to do 1 of 2 things (that I know of -- please correct me if I am wrong) in order to attach the new heatsink.
Possible Solutions I thought of
Solution 1) I will need to remove the threaded portion of whats left of the screw from the motherboard stock backplate. (I would like to do this if possible)
or
Solution 2) I will need to remove the stock backplate from the motherboard and use the backplate that came with the heatsink (Note: both backplates are fine to use, and not using the backplate supplied did not contribute to the issue).
What I know about these solutions
Solution 1) I have read that you can drill out the screws threaded portion with tiny drill bit. I do not know how dependable this is, and I do not want to damage the internal threading on the motherboards backplate.
Solution 2) I have no idea how much stress this could put on the motherboard or if it is even removable...
Hardware
Here is the hardware involved:
Motherboard: MSI x99S SLI Plus
Heatsink: Coolermaster Hyper 212 Evo
CPU: 2011v3 Intel i7 5820k (The Evo comes with 2 sets of mounting standoffs. One standard, and one specifically for 2011 socket. I am using the 2011 socket mounting screws since my CPU is a 2011)
Any help would be appreciated. I really would like to avoid frying my board. All of the components are functioning, even the CPU with 3/4 heatsink screws tightened down. I installed Windows and everything and never saw temps above 41C. But I want this to be done right especially when I go into overclocking territory.
Picture
Here is a picture from a random forum online I found. It shows the same symptoms my board is having even though his issue is slightly different (his was a pressure screw that broke, mine was a standoff screw that broke) His "problem area" is on the bottom left.
It will give you a very good idea of what my issue looks like physically:
Additional Details
It is actually a screw that goes through the MOBO into its backplate. So the case is not involved here.