Which drill bits to drill?

Hello guys, I wanted to drill out an 8.8 screw on my column drill and failed. I took normal HSS-G drills (Ruko Terrax) – new and no blunt. They are suitable for steels up to 900 N/mm2 tensile strength and should actually be enough. I also drilled an 8.8 screw with the hand drill. But this time nothing went on. I got in a few millimeters well and then only had to turn cutting oil into smoke and blue anlau I can only explain it in such a way that the screw had a higher strength than indicated on the head. Now the question arises what kind of drill I take there. I fear that the failed drill test has led to a hardening and it is now twice as difficult.