I had this same problem (caused by myself) on my GMC. I have aluminum rims for it with recessed lugs, but long chrome lugnuts and locking lugs. And while using an impact gun (stupid me) broke the key. Did the same as you, but got two of the four off by hammer and chisel, pipe wrench, etc. The other two only rounded and kept giving me grief. I used a nut cracker to break them in half. The nut cracker looks like a huge cast iron set of pliers, with a large screw that does the clamping betwen the jaws. The jaws have spades on each side shaped like chisel ends, and when clamped down, forcefully split whatever is clamped in the jaws. Worked great!