it's not *directly* dangerous but the car will handle like much, especially with so much weight biased to the front. Not a good idea and certainly not for long.
I've dealt with them both in a shop (good cutoff wheel, torch, lift, etc) and at home (basic jack, ratchet, wrenches, maybe a propane torch). Yes, ball joint style end-links are a monster pain. "low maintenance" my butt! old style last as long in reality and are WAY easier and cheaper to replace.
How are you trying to remove them? what tools do you have at your disposal? how are you trying to hold the stud part? how/where are you trying to cut them?
Check if the stud has a hex (square or any other flat face for grip) on the back side. some do, some don't. Others may have an allen socket in the end of the stud that's threaded to hold it while turning the nut. Lacking any of those (or if they fail) try putting a vice grip on the back side of the stud, clamp it down as tight as you can and don't worry about damaging the end-link. Sometimes pulling up or down on the bar gives enough friction on the stud to hold it but I've only used that method in combination with an impact gun. Last resorts would be using a cutoff wheel on an air air grinder or dremel to cut the nut in half or lacking those, using a nut-splitter to do so. Apply heat to the nut and threaded area but keep it off the sway bar itself as much as you can. If there's a lot of stud above the nut and you don't need it to hold on, use the cutoff wheel to lop it off and reduce how far you have to unscrew the difficult nut. I've actually used ever method listed in one situation or another.