I can not visualise the situation you report - the female threaded socket will have been securely anchored to the body of the oven with two electrical connections.
Once when removing an oven bulb the glass came away from its male threaded-base. If this is what has happened to you then TURN OFF THE POWER (I didn't) and unscrew the base using long nosed pliers jammed up the center.
If your situation is really as you say then I can only assume that the whole oven will need to be dismantled to gain access - then you'll have the problem of obtaining a replacement bulb holder.
how to remove oven light on neff single oven?
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