I hope that you havent completely blunted the socket head of grub screw... They are typically screwed in with blue loctite and the best way to unscrew if tight is to heat it a little with your soldering station (this melts and loosens the loctite dried bond)...
Then you can unscrew it.
If the grub screw's socket is damaged, it'll be difficult to take it out... if the hex wrench is slipping dont try to unscrew it, its only going to make it worse - ask me how
In this case, I typically use a rubber band (the same rubber bands that I use to affix the wing on my plane), place it on top of the grub screw and now go in with the hex wrench... This will reduce the "slippage" and will give the wrench more grip! It will only work depending on how damaged is the socket head and how tight is that screwed in, however, for small screws, you may be better off with a thin rubber band..
You can also find motor shafts on headsuphobby.com, fpvdirect.com or on helidirect.com... measure the length and diameter of motor shafts and order accordingly. If the shaft has any grooves, I typically use a dremel to do the same...
Hope this helps... Good luck!