Rallye Wheels - Help Needed

This cheap torch set up is good for tight spaces and has a small flame. I have a larger set of torches but this has helped me on a few occasions. If you have regular oxy/Acy set you could try a brazing tip.
Amazon product ASIN B07NVQS9D1
That's what I would use is a brazing tip on a torch where you can concentrate the heat on the nut. If you could drill a hole in the end or grind the end off so you could get some penetrating oil to the threads would really help.
I've had excellent luck with Gorilla brand chrome lug nuts, both personally and professionally. Our shop uses them to replace OE nuts with stainless caps that bulge and fall off. I've sold hundreds, maybe thousands of 'em. Great quality and relatively inexpensive.
A wee touch of Nevr-Seez on the end of the threads and you'll never have this kind of problem again. It's standard operating procedure in rust country.
I mentioned using Nevr-Seez on my lugs on FBBO and was immediately told I'm an idiot and you couldn't do that as the nuts would come loose. Obviously this person never lived in rust country either, because if you didn't use Nevr-Seez on the semi lugs you would never get them off after one winter except with a torch. I've been doing that for 50 years and never had a nut come loose.