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I pulled the same stunt, and my dealer was able to help. He had a collection of 20-25 sockets, and the last one he tried did the trick. Once the wheels were off, I bought an aftermarket lock set.
Nice video but the locks are of the type that uses a socket for removal.
The ones I got from Fichtner, which came in a GM parts bag with a part number, were of the type that used a key that slipped over the wheel stud inside the lock nut. The external surface of the nut was perfectly smooth (except for the threads for the lug nut cover) and of such a diameter that even with a 2½ pound sledge a socket would go on and slip or not go on at all.
Hopefully, the guy with the problem has the type that has the lock pattern on the outside as oposed to the inside of the nut.
I made a video of how to do this, search for my post.... or I will look for it.
I remember seeing where thiefs would place a piece of cardboard (to protect the wheel) with a hole in it to isolate the lock lug nut and then spray it with liquid nitrogen (I believe)...wait a bit for the lock nut to freeze up and then hit it with a chisel and the lock nut would split in two.
Bottom line: if they want your wheels...they'll get them.