Hello I will help you with your question,
This type of connector is known to break. You can try tapping on the end of the stud with a small hammer and try to push it down as you turn the nut, hold the stud lightly with vise grips and loosen the nut or just cut the nut off and replace the connector with a repair end. To get the stud or a new connector you have to buy the entire cable.
You can just pry the connector up off the post, take out the stud and grind the head of a bolt to make a new stud that fits up in the connector.
The hold down is bolted to the headlight side of the battery at the bottom of the battery
Let me know what I can do to help you with this