I thought of the short story Danger--Human, also by Gordon R Dickson, first published in 1957. I found it in the anthology, The Human Edge - though it's available in other anthologies, including one of the same name. It is available here as a sample chapter from another anthology of this author's works
Aliens came to earth, and grabbed a man (young-ish, I think) who was camping. They decided grabbing a specimen was the best way to learn more about humankind, and they wanted a pretty average individual. The reason they wanted to learn more was a legend about humans, that was pretty much the only thing they knew about the race - that humans are dangerous, don't touch. Beyond that curiosity, they were written as pretty peaceful, just looking for the danger before it came looking for them.
In the process of trying to figure out the danger, they take the man (sedated) pretty much apart physically, and put him back together, finding nothing, and try something like truth serum - still under sedation, to minimize risks - and still find nothing. So they wake him up to get his cooperation in figuring this out. They tell him his new body won't wear out or die, that there are layers and layers of security keeping him in, and that his best chance is working with them.
Obviously, he escapes - eventually, after years and years. He takes advantage of everything they said about the security keeping him in, everything he could observe and learn, and pretty much uses ingenuity to get himself out and free. This also lets the aliens figure out the human superpower
the inability to take no for an answer, basically, that despite everything they had done to make his escape impossible, he could just decide not to accept that and keep working out how to get around every limitation. Apparently the narrow focus and determination was not common, or else the others were just more willing to accept rules-as-rules instead of looking for loopholes? something like that.
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Plus an immunity to one of their defensive weapons, but somehow that was not considered a superpower but rather lumped in under the "not accepting something was impossible" trait (maybe they'd never even looked for defenses? Didn't know it was possible?)
The ending has one of the aliens lamenting that in trying to figure out this danger, they have set it off - the man has a lot of knowledge about them from their attempt at studying him, and he has the benefits of many of their tools - including those he stole while escaping, like a spaceship and star maps, and those they unwittingly gave like health and long life from the rebuilt body, an insight into their security technologies and any information he'd overheard over the years. And he was pretty securely provoked into using these things against them, and getting the rest of his people (and world) involved.
So, captured by aliens, check. Enhanced - to never age or die specifically, and possibly in other physical ways, also check. Exploited loopholes and took advantage of their technology, check. Escaped to thwart their plans, check yet again. Might not be the answer - in the bone looks like it's a fair match as well - but it seemed close enough to offer.