This screw holds the brass nuts in the nut bracket.
Remove both end pieces on the table (that has the bearings).
Loosen the X axis gib. Remove the screws holding the X axis DRO reader head.
Now you can slide off the table. You can also slide out the lead screw with brass nuts.
Usually I can use a pick and back out the remainder of the holding screw from the nut bracket.
But usually the side of the nut bracket blows out too when this screw breaks. The wall adds strength to this screw.
If you cannot get it out, you can remove the y axis screw and then remove the nut bracket from the saddle, put it in another Bridgeport, drill it out , etc.