If the sleeve anchor cannot be pounded into the base material then cut the stud off with either a hacksaw or cutoff wheel.
How to remove wall plugs from concrete.
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Remove the nut and washer and the round or flat head of the sleeve anchor.
This video shows how to easily remove a wall plug that is no longer needed more importantly it shows to fill the hole externally to prevent water ingress.
Pound the threaded stud of the sleeve anchor into the base material.
If the hole beneath the anchor is deep enough simply pound it into the concrete with a hammer use a saw or grinding wheel to cut the anchor off just above the surface and pound the rest flat with a hammer.