The picture shows the screw is set for the strongest hold on the shoe cleat. So to make it easier to clip out/in, it needs to be turned so the threads start to show below the tabs/plates they screw into. And the instructions say that is to the left. So it is a left threaded bolt. But whether the OP has tried that is unknown, so it still might be a buggered up or stripped thread.
https://si.shimano.com/en/pdfs/um/L8...0A-005-ENG.pdf