If that shower riser is secured well inside the wall you can take a hack saw blade and put a little tape on the part that you will hold in your hand.
I would have the saw blade turned so that it will cut when you pull. Carefully cut the broken piece and don't cut into the elbow very much. Make one cut at 5 o'clock and another at 7 o'clock. With a thin narrow screw driver, tap it between the threads.
With patients you will get it out. Go at it slowly.
Tape dope it well and you will be just fine.