Those hard and tough fasteners are very hard to drill through. It
seems as though the drill gets much hotter drilling through that, than
through regular steel. (not surprising, since higher tenslie strength
means higher energy required to tear off those chips from parent
metal).

For anything very tough, I use carbide center cutting endmills or
carbide (solid or tipped) drills, my mill.

There is also a whole another level of drill bits called "harbor
freight $9.99 set". Those, not only fail drilling through mild steel,
but they also manage to leave some hard layer on it after they fail.

Do not forget lubrication.

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