It's not real clear in your pics but I think you may have a cone seat on the wheel and the lug is not of the cone type. Can you confirm?

 

They may have used a cone lug to center the rim instead of using a proper hub centric spacer.

 

The lugs are factory beveled but the hole only appears to have been marked at the top leading edges and not further down, properly securing the rim.

 

Pretty sure you needed ball seat lugs and not conical. The wheel manufacturer will know.

 

 

So I never really solved this mystery, but the MB dealership replaced all lug nuts on the remaining 3 wheels and found 5 more that were broken. Had to leave the car in the shop for 6 weeks while another wheel was being made. No issues since then.

 

After the $5k repair to get a new wheel, tire, rotor, brake caliper, hub, etc. and replacing the lugs on all 4 wheels for good measure, I came out to my E55 today and found a mysterious lug on the ground. It had fallen out of the same driver's side rear wheel! I screwed it back in and then checked all other lugs. BAM...two more sheared off from the passenger side rear wheel with very little torque, like they were already broken. Now I know something's wrong with my F14 setup. I'm headed into the dealership on Friday to have them investigate. I'll see if they recommend a hub rings. I drive fast and take corners fast, but something's not right here. Lugs shouldn't break every 10,000 miles. Any other ideas?

 

Sell the car.

 

I would sell if I wasn't addicted to the car. I guess I could go back to OEM wheels. I never had an issue like this with those wheels.

 

Scrap those aftermarket wheels & cone lugs. My winter wheels are hub centric fitted & I still refuse to use cone seated lugs. I would never buy wheels unless the hub dimension was bang on.