Truthfully, I've never seen a headset with Allen screws, so I'm unable to get a picture of it in my head. As far as busted screw removal, perhaps a machine shop supply vendor, Fastenal, or a place like that would be able to supply one, or a good hardware store. My dad always had those kits, but I never asked where he got them. I just busted the screws and he got 'em out.

I've broken a few bolts off in modern stems and seat post clamps, and I used a hacksaw blade to get in there and "grip" the threads and back out the pieces. These were NOT on rusted bolts, though. Good luck in your endeavor, and welcome to the forum. Some of the best wrenches are here.