I totally know what you go through. I have them on my Dodge RAM and one of them decided to do just that. So now I have to carry an odd sized lug wrench just for that one sucker.
I do have solid ones on my Highlander Hybrid. So they do exist.
I can only make a suggestion. From multiple previous experiences, I found that if you have alloys, you must have OEM type lugs designed for alloys. Simple cheapo bolt through cone shaped lugs, in my experience, self weld or something to alloy, and require huge torque to undo them. This is how I broke quite a few studs. I had this on most of our vehicles with alloy wheels, starting with 1986 LeBaron. That was through rather financially challenging years of our life, so I was saving money on everything, as OEM lugs are very expensive. Ones for wife's RX300 were $15 each.
Point to my speech is simple. Look around and you'll find proper lugs. But make sure, if you have alloys, of course, that you buy lugs shaped just like OEM ones. They have short sleeve going into the alloy stud hole.
Should you have steel rims - it's whatever.