Ive had loads of problems drilling hardox and only had wd40 as coolant and cobalt bits, ive found you get about half way through and then it just dont want to go anymore,I have found that if you put a mig weld blob behind where you are trying to drill through untill there is a large orange hot spot mark then continue drilling it seems to go through , well it has helped me ! must make the metal abit softer for a little while or something.