Many Ford vehicles have the two-part lug nuts. The lug nuts are enclosed by a chrome jacket to improve their appearance. These lug nuts tend to get moisture in between the nut and the jacket which eventually causes corrosion. The corrosion makes the lug nuts swell up to a point where the standard tire wrench will not fit. This means that the lug nuts must be replaced. This is a systemic design issue with these vehicles, and Ford should cover the cost of replacing the lug nuts.
When the dealer rotates tires with an impact gun it also distorts the lug nut. You need a 21.5 MM socket or sometimes a 22 mm to remove them. Amazon has one piece replacement lug nuts that look the same as OEM. Amazon also has the sockets in a set for $50
Most if not all of these type of lug nuts are on several different vehicles. The lugs are designed in two parts, the inner lug and the chrome outer lug which is more or less a cheap cover or shield. The shielded parts tends to get deformed causing the lug wrench not to fit correctly. This is one of the first things we removed from our wheels. This is or was a growing concern and before you have issue like this, purchase a better more solid set of lugs.
This has been an issue for many years. In an emergency take a screw driver and a hammer and peel off the fake chrome cap. They you will have a regular lug nut ( don’t remember the size) that you can take off. As far as the ones on Amazon, I have not seen any chrome lug nuts that have the same identical taper where they fit into the wheel ( not sure on the technical word for it). If you found a set on Amazon please post the link. I have always kept a spare set of lug nuts and as I see them swell, I replace them. Pain in the neck but it works.